Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 161,304 CHF | 163,304 CHF | 99.99% | 99.99% |
30/04/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 199,863 | 199,863 | 157,240 CHF | 159,240 CHF | 100.00% | 100.00% |
29/04/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 200,000 | 200,000 | 199,998 | 199,998 | 158,226 CHF | 160,226 CHF | 99.84% | 99.84% |
26/04/2024 | 1.22% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 162,917 CHF | 164,917 CHF | 99.39% | 99.39% |
25/04/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 164,750 CHF | 166,750 CHF | 100.00% | 100.00% |
24/04/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 200,000 | 200,000 | 199,976 | 199,976 | 176,965 CHF | 178,965 CHF | 99.54% | 99.54% |
23/04/2024 | 1.07% | 0.88 CHF | 0.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 185,959 CHF | 187,959 CHF | 100.00% | 100.00% |
22/04/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 200,000 | 200,000 | 199,969 | 199,969 | 195,337 CHF | 197,337 CHF | 100.00% | 100.00% |
19/04/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 175,046 CHF | 177,046 CHF | 99.99% | 99.99% |
18/04/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 171,712 CHF | 173,712 CHF | 100.00% | 100.00% |