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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06/05/2024 | 2.79% | 0.35 CHF | 0.36 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 106,032 CHF | 109,032 CHF | 100.00% | 100.00% |
03/05/2024 | 2.72% | 0.37 CHF | 0.38 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 108,819 CHF | 111,819 CHF | 98.78% | 98.78% |
02/05/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 104,830 CHF | 107,830 CHF | 100.00% | 100.00% |
30/04/2024 | 2.96% | 0.31 CHF | 0.32 CHF | 300,000 | 300,000 | 299,726 | 299,726 | 99,925 CHF | 102,925 CHF | 100.00% | 100.00% |
29/04/2024 | 2.83% | 0.36 CHF | 0.37 CHF | 300,000 | 300,000 | 299,999 | 299,999 | 104,507 CHF | 107,507 CHF | 99.85% | 99.85% |
26/04/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 101,352 CHF | 104,352 CHF | 99.53% | 99.53% |
25/04/2024 | 2.96% | 0.34 CHF | 0.35 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 99,892 CHF | 102,892 CHF | 99.93% | 99.93% |
24/04/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 300,000 | 300,000 | 299,965 | 299,965 | 106,448 CHF | 109,448 CHF | 99.54% | 99.54% |
23/04/2024 | 2.48% | 0.38 CHF | 0.39 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 119,499 CHF | 122,499 CHF | 99.81% | 99.81% |
22/04/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 300,000 | 300,000 | 299,878 | 299,878 | 127,571 CHF | 130,571 CHF | 100.00% | 100.00% |