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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 3.73% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 131,612 | 94,455 | 48,772 CHF | 36,025 CHF | 99.47% | 99.47% |
30/04/2024 | 3.73% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 136,865 | 95,488 | 48,718 CHF | 35,035 CHF | 99.11% | 99.11% |
29/04/2024 | 2.65% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 139,960 | 100,000 | 52,086 CHF | 38,216 CHF | 99.95% | 99.95% |
26/04/2024 | 4.14% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 131,868 | 93,131 | 47,590 CHF | 34,646 CHF | 95.45% | 95.45% |
25/04/2024 | 5.49% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 125,216 | 86,729 | 44,218 CHF | 31,682 CHF | 94.00% | 94.00% |
24/04/2024 | 3.21% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 134,325 | 96,911 | 50,804 CHF | 37,672 CHF | 97.61% | 97.61% |
23/04/2024 | 3.53% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 112,435 | 93,327 | 47,535 CHF | 40,488 CHF | 96.03% | 96.03% |
22/04/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 117,730 | 99,710 | 52,778 CHF | 45,720 CHF | 100.00% | 100.00% |
19/04/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 110,162 | 100,000 | 52,048 CHF | 48,251 CHF | 99.84% | 99.84% |
18/04/2024 | 2.19% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 116,771 | 100,000 | 52,687 CHF | 46,143 CHF | 99.14% | 99.14% |