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 | 2.96% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 157,513 | 100,000 | 52,352 CHF | 34,249 CHF | 100.00% | 100.00% |
07/05/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 158,318 | 100,000 | 52,452 CHF | 34,140 CHF | 99.96% | 99.96% |
06/05/2024 | 4.49% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 135,231 | 92,150 | 47,370 CHF | 33,309 CHF | 99.99% | 99.99% |
03/05/2024 | 5.65% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 120,071 | 85,841 | 42,995 CHF | 31,787 CHF | 97.38% | 97.38% |
02/05/2024 | 4.01% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 141,859 | 94,424 | 48,790 CHF | 33,510 CHF | 98.87% | 98.87% |
30/04/2024 | 4.04% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 149,391 | 95,417 | 49,161 CHF | 32,446 CHF | 99.20% | 99.20% |
29/04/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 149,559 | 100,000 | 51,636 CHF | 35,530 CHF | 99.98% | 99.98% |
26/04/2024 | 4.45% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 144,279 | 93,132 | 48,151 CHF | 32,118 CHF | 95.44% | 95.44% |
25/04/2024 | 6.28% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 133,543 | 85,040 | 43,784 CHF | 28,925 CHF | 96.44% | 96.44% |
24/04/2024 | 3.44% | 0.35 CHF | 0.36 CHF | 140,000 | 100,000 | 143,010 | 96,911 | 50,278 CHF | 35,093 CHF | 97.60% | 97.60% |