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 | 0.38% | 2.63 CHF | 2.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,789 CHF | 132,289 CHF | 99.98% | 99.98% |
07/05/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 50,000 | 50,000 | 49,997 | 50,000 | 127,278 CHF | 127,786 CHF | 99.74% | 99.74% |
06/05/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 50,000 | 50,000 | 50,000 | 49,997 | 108,652 CHF | 109,145 CHF | 99.77% | 99.77% |
03/05/2024 | 0.49% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,629 CHF | 102,129 CHF | 100.00% | 100.00% |
02/05/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,268 CHF | 95,768 CHF | 100.00% | 100.00% |
30/04/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,465 CHF | 98,965 CHF | 100.00% | 100.00% |
29/04/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,233 CHF | 99,733 CHF | 99.65% | 99.65% |
26/04/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,141 CHF | 96,641 CHF | 100.00% | 100.00% |
25/04/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,189 CHF | 91,689 CHF | 84.48% | 84.48% |
24/04/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,897 CHF | 96,397 CHF | 100.00% | 100.00% |