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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 4.52% | 0.22 CHF | 0.23 CHF | 300,000 | 300,000 | 299,947 | 299,947 | 64,825 CHF | 67,825 CHF | 99.29% | 99.29% |
07/05/2024 | 4.54% | 0.21 CHF | 0.22 CHF | 300,000 | 300,000 | 299,828 | 299,828 | 64,631 CHF | 67,631 CHF | 99.81% | 99.81% |
06/05/2024 | 4.20% | 0.23 CHF | 0.24 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 69,955 CHF | 72,955 CHF | 100.00% | 100.00% |
03/05/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 72,353 CHF | 75,353 CHF | 98.78% | 98.78% |
02/05/2024 | 4.30% | 0.23 CHF | 0.24 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 68,347 CHF | 71,347 CHF | 100.00% | 100.00% |
30/04/2024 | 4.61% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 299,729 | 299,729 | 63,724 CHF | 66,724 CHF | 100.00% | 100.00% |
29/04/2024 | 4.27% | 0.24 CHF | 0.25 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 68,751 CHF | 71,751 CHF | 99.85% | 99.85% |
26/04/2024 | 4.49% | 0.23 CHF | 0.24 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 65,323 CHF | 68,323 CHF | 99.39% | 99.39% |
25/04/2024 | 4.58% | 0.22 CHF | 0.23 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 64,048 CHF | 67,048 CHF | 99.92% | 99.92% |
24/04/2024 | 4.17% | 0.24 CHF | 0.25 CHF | 300,000 | 300,000 | 299,966 | 299,966 | 70,445 CHF | 73,445 CHF | 99.54% | 99.54% |