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 | 1.66% | 0.62 CHF | 0.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 119,798 CHF | 121,798 CHF | 100.00% | 100.00% |
30/04/2024 | 1.72% | 0.60 CHF | 0.61 CHF | 200,000 | 200,000 | 199,857 | 199,857 | 115,600 CHF | 117,600 CHF | 99.99% | 99.99% |
29/04/2024 | 1.70% | 0.56 CHF | 0.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 116,629 CHF | 118,629 CHF | 99.84% | 99.84% |
26/04/2024 | 1.63% | 0.66 CHF | 0.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 121,453 CHF | 123,453 CHF | 99.40% | 99.40% |
25/04/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 123,354 CHF | 125,354 CHF | 100.00% | 100.00% |
24/04/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 200,000 | 200,000 | 199,976 | 199,976 | 135,288 CHF | 137,288 CHF | 99.54% | 99.54% |
23/04/2024 | 1.38% | 0.67 CHF | 0.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 144,402 CHF | 146,402 CHF | 99.99% | 99.99% |
22/04/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 199,969 | 199,969 | 153,710 CHF | 155,710 CHF | 100.00% | 100.00% |
19/04/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 133,523 CHF | 135,523 CHF | 100.00% | 100.00% |
18/04/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 130,325 CHF | 132,325 CHF | 99.99% | 99.99% |