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 | 0.86% | 1.14 CHF | 1.15 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 288,223 CHF | 116,289 CHF | 99.34% | 99.34% |
07/05/2024 | 0.90% | 1.16 CHF | 1.17 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 275,554 CHF | 111,222 CHF | 97.86% | 97.86% |
06/05/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 274,597 CHF | 110,839 CHF | 99.38% | 99.38% |
03/05/2024 | 0.95% | 1.08 CHF | 1.09 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 262,562 CHF | 106,025 CHF | 99.34% | 99.34% |
02/05/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 258,997 CHF | 104,599 CHF | 98.75% | 98.75% |
30/04/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 257,835 CHF | 104,134 CHF | 99.37% | 99.37% |
29/04/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 272,601 CHF | 110,040 CHF | 99.38% | 99.38% |
26/04/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 262,920 CHF | 106,168 CHF | 99.37% | 99.37% |
25/04/2024 | 0.92% | 1.05 CHF | 1.06 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 272,095 CHF | 109,838 CHF | 99.36% | 99.36% |
24/04/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 291,112 CHF | 117,445 CHF | 99.38% | 99.38% |