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 | 2.80% | 0.34 CHF | 0.35 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 352,261 CHF | 362,261 CHF | 96.19% | 96.19% |
06/05/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 367,774 CHF | 377,774 CHF | 99.85% | 99.85% |
03/05/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 378,778 CHF | 388,778 CHF | 96.71% | 96.71% |
02/05/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 382,092 CHF | 392,092 CHF | 99.37% | 99.37% |
30/04/2024 | 2.65% | 0.38 CHF | 0.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 372,471 CHF | 382,471 CHF | 99.84% | 99.84% |
29/04/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 366,802 CHF | 376,802 CHF | 100.00% | 100.00% |
26/04/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 375,507 CHF | 385,507 CHF | 99.21% | 99.21% |
25/04/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 381,660 CHF | 391,660 CHF | 98.81% | 98.81% |
24/04/2024 | 2.74% | 0.37 CHF | 0.38 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 360,140 CHF | 370,140 CHF | 95.16% | 95.16% |
23/04/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 350,000 CHF | 360,000 CHF | 89.63% | 89.63% |