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 | 0.50% | 2.70 CHF | 2.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 266,993 CHF | 268,332 CHF | 100.00% | 100.00% |
07/05/2024 | 0.55% | 2.62 CHF | 2.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 258,318 CHF | 259,740 CHF | 97.06% | 97.06% |
06/05/2024 | 0.52% | 2.50 CHF | 2.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 247,991 CHF | 249,286 CHF | 100.00% | 100.00% |
03/05/2024 | 0.53% | 2.36 CHF | 2.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 239,774 CHF | 241,056 CHF | 97.70% | 97.70% |
02/05/2024 | 0.57% | 2.40 CHF | 2.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 242,671 CHF | 244,058 CHF | 99.31% | 99.31% |
30/04/2024 | 0.58% | 2.46 CHF | 2.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 246,704 CHF | 248,140 CHF | 100.00% | 100.00% |
29/04/2024 | 0.53% | 2.48 CHF | 2.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 245,770 CHF | 247,082 CHF | 100.00% | 100.00% |
26/04/2024 | 0.54% | 2.39 CHF | 2.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 238,551 CHF | 239,836 CHF | 99.21% | 99.21% |
25/04/2024 | 0.55% | 2.43 CHF | 2.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 245,958 CHF | 247,306 CHF | 99.01% | 99.01% |
24/04/2024 | 0.55% | 2.53 CHF | 2.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 259,357 CHF | 260,791 CHF | 100.00% | 100.00% |