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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 3.44% | 0.29 CHF | 0.30 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 85,708 CHF | 88,708 CHF | 100.00% | 100.00% |
08/05/2024 | 3.33% | 0.30 CHF | 0.31 CHF | 300,000 | 300,000 | 299,946 | 299,946 | 88,728 CHF | 91,728 CHF | 99.29% | 99.29% |
07/05/2024 | 3.34% | 0.29 CHF | 0.30 CHF | 300,000 | 300,000 | 299,831 | 299,831 | 88,440 CHF | 91,440 CHF | 99.81% | 99.81% |
06/05/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 93,988 CHF | 96,988 CHF | 100.00% | 100.00% |
03/05/2024 | 3.06% | 0.33 CHF | 0.34 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 96,571 CHF | 99,571 CHF | 98.78% | 98.78% |
02/05/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 92,742 CHF | 95,742 CHF | 100.00% | 100.00% |
30/04/2024 | 3.36% | 0.27 CHF | 0.28 CHF | 300,000 | 300,000 | 299,722 | 299,722 | 88,089 CHF | 91,089 CHF | 100.00% | 100.00% |
29/04/2024 | 3.18% | 0.32 CHF | 0.33 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 92,761 CHF | 95,761 CHF | 99.84% | 99.84% |
26/04/2024 | 3.30% | 0.31 CHF | 0.32 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 89,473 CHF | 92,473 CHF | 99.39% | 99.39% |
25/04/2024 | 3.35% | 0.30 CHF | 0.31 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 88,003 CHF | 91,003 CHF | 99.92% | 99.92% |