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 | 1.76% | 0.57 CHF | 0.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 140,937 CHF | 57,375 CHF | 99.34% | 99.34% |
07/05/2024 | 1.62% | 0.56 CHF | 0.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 153,626 CHF | 62,451 CHF | 97.85% | 97.85% |
06/05/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 154,690 CHF | 62,876 CHF | 99.38% | 99.38% |
03/05/2024 | 1.49% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 167,035 CHF | 67,814 CHF | 99.35% | 99.35% |
02/05/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 170,830 CHF | 69,332 CHF | 98.73% | 98.73% |
30/04/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 172,480 CHF | 69,992 CHF | 99.38% | 99.38% |
29/04/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 157,901 CHF | 64,160 CHF | 99.38% | 99.38% |
26/04/2024 | 1.47% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 168,338 CHF | 68,335 CHF | 99.36% | 99.36% |
25/04/2024 | 1.56% | 0.67 CHF | 0.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 159,260 CHF | 64,704 CHF | 99.36% | 99.36% |
24/04/2024 | 1.77% | 0.60 CHF | 0.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 140,496 CHF | 57,198 CHF | 99.38% | 99.38% |