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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 300,000 | 300,000 | 299,830 | 299,830 | 113,052 CHF | 116,052 CHF | 99.81% | 99.81% |
06/05/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 118,664 CHF | 121,664 CHF | 100.00% | 100.00% |
03/05/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 121,005 CHF | 124,005 CHF | 98.78% | 98.78% |
02/05/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 117,008 CHF | 120,008 CHF | 100.00% | 100.00% |
30/04/2024 | 2.64% | 0.35 CHF | 0.36 CHF | 300,000 | 300,000 | 299,729 | 299,729 | 112,304 CHF | 115,304 CHF | 100.00% | 100.00% |
29/04/2024 | 2.53% | 0.40 CHF | 0.41 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 117,176 CHF | 120,176 CHF | 99.85% | 99.85% |
26/04/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 113,915 CHF | 116,915 CHF | 99.40% | 99.40% |
25/04/2024 | 2.63% | 0.38 CHF | 0.39 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 112,481 CHF | 115,481 CHF | 99.92% | 99.92% |
24/04/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 300,000 | 300,000 | 299,967 | 299,967 | 119,079 CHF | 122,079 CHF | 99.54% | 99.54% |
23/04/2024 | 2.25% | 0.42 CHF | 0.43 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 131,850 CHF | 134,850 CHF | 99.81% | 99.81% |