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 | 0.63% | 1.58 CHF | 1.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 394,394 CHF | 158,757 CHF | 99.35% | 99.35% |
07/05/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 412,544 CHF | 166,018 CHF | 97.87% | 97.87% |
06/05/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 487,337 CHF | 195,935 CHF | 99.38% | 99.38% |
03/05/2024 | 0.48% | 2.01 CHF | 2.02 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 516,162 CHF | 207,465 CHF | 99.37% | 99.37% |
02/05/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 541,876 CHF | 217,751 CHF | 98.74% | 98.74% |
30/04/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 529,396 CHF | 212,759 CHF | 99.37% | 99.37% |
29/04/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 526,699 CHF | 211,680 CHF | 99.38% | 99.38% |
26/04/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 541,121 CHF | 217,448 CHF | 99.37% | 99.37% |
25/04/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 560,644 CHF | 225,258 CHF | 99.36% | 99.36% |
24/04/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 543,444 CHF | 218,378 CHF | 99.38% | 99.38% |