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 | 0.51% | 1.96 CHF | 1.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 488,721 CHF | 196,488 CHF | 99.35% | 99.35% |
07/05/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 506,091 CHF | 203,437 CHF | 97.84% | 97.84% |
06/05/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 518,633 CHF | 208,453 CHF | 99.38% | 99.38% |
03/05/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 534,362 CHF | 214,745 CHF | 99.35% | 99.35% |
02/05/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 554,695 CHF | 222,878 CHF | 98.75% | 98.75% |
30/04/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 550,943 CHF | 221,377 CHF | 99.37% | 99.37% |
29/04/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 537,194 CHF | 215,878 CHF | 99.38% | 99.38% |
26/04/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 555,123 CHF | 223,049 CHF | 99.36% | 99.36% |
25/04/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 579,842 CHF | 232,937 CHF | 99.36% | 99.36% |
24/04/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 581,851 CHF | 233,740 CHF | 99.36% | 99.36% |