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 | 2.34% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 50,645 CHF | 43,204 CHF | 100.00% | 100.00% |
07/05/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 120,393 | 100,000 | 50,705 CHF | 43,119 CHF | 99.96% | 99.96% |
06/05/2024 | 3.58% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 110,187 | 92,150 | 48,453 CHF | 41,550 CHF | 99.99% | 99.99% |
03/05/2024 | 4.54% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 101,958 | 85,854 | 45,606 CHF | 39,460 CHF | 97.40% | 97.40% |
02/05/2024 | 3.20% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 113,029 | 94,423 | 48,989 CHF | 41,948 CHF | 98.90% | 98.90% |
30/04/2024 | 3.18% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 116,924 | 95,415 | 48,933 CHF | 40,978 CHF | 99.20% | 99.20% |
29/04/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 52,180 CHF | 44,483 CHF | 99.98% | 99.98% |
26/04/2024 | 3.53% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 112,525 | 93,131 | 47,631 CHF | 40,459 CHF | 95.44% | 95.44% |
25/04/2024 | 4.96% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 103,264 | 85,053 | 43,047 CHF | 36,526 CHF | 96.42% | 96.42% |
24/04/2024 | 2.75% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 115,993 | 96,911 | 51,191 CHF | 43,784 CHF | 97.60% | 97.60% |