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 | 0.78% | 1.30 CHF | 1.31 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 51,325 CHF | 51,725 CHF | 99.98% | 99.98% |
07/05/2024 | 0.73% | 1.28 CHF | 1.29 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 54,451 CHF | 54,851 CHF | 99.80% | 99.80% |
06/05/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 54,684 CHF | 55,084 CHF | 99.77% | 99.77% |
03/05/2024 | 0.69% | 1.40 CHF | 1.41 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 57,668 CHF | 58,068 CHF | 99.73% | 99.73% |
02/05/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 58,558 CHF | 58,958 CHF | 99.97% | 99.97% |
30/04/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 58,982 CHF | 59,382 CHF | 100.00% | 100.00% |
29/04/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 55,436 CHF | 55,836 CHF | 99.92% | 99.92% |
26/04/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 57,893 CHF | 58,293 CHF | 99.93% | 99.93% |
25/04/2024 | 0.71% | 1.45 CHF | 1.46 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 55,973 CHF | 56,373 CHF | 84.48% | 84.48% |
24/04/2024 | 0.78% | 1.33 CHF | 1.34 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 51,259 CHF | 51,659 CHF | 99.99% | 99.99% |