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 | 0.57% | 1.75 CHF | 1.76 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 435,337 CHF | 175,135 CHF | 99.35% | 99.35% |
07/05/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 453,739 CHF | 182,495 CHF | 97.84% | 97.84% |
06/05/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 528,295 CHF | 212,318 CHF | 99.38% | 99.38% |
03/05/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 557,223 CHF | 223,889 CHF | 99.36% | 99.36% |
02/05/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 583,028 CHF | 234,211 CHF | 98.75% | 98.75% |
30/04/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 570,490 CHF | 229,196 CHF | 99.37% | 99.37% |
29/04/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 567,827 CHF | 228,131 CHF | 99.38% | 99.38% |
26/04/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 582,377 CHF | 233,951 CHF | 99.37% | 99.37% |
25/04/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 601,729 CHF | 241,692 CHF | 99.36% | 99.36% |
24/04/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 584,562 CHF | 234,825 CHF | 99.38% | 99.38% |