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 | 1.38% | 0.73 CHF | 0.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 179,713 CHF | 72,885 CHF | 99.34% | 99.34% |
07/05/2024 | 1.29% | 0.71 CHF | 0.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 192,530 CHF | 78,012 CHF | 97.85% | 97.85% |
06/05/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 193,533 CHF | 78,413 CHF | 99.38% | 99.38% |
03/05/2024 | 1.21% | 0.79 CHF | 0.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 206,185 CHF | 83,474 CHF | 99.36% | 99.36% |
02/05/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 209,845 CHF | 84,938 CHF | 98.74% | 98.74% |
30/04/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 211,649 CHF | 85,660 CHF | 99.37% | 99.37% |
29/04/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 197,062 CHF | 79,825 CHF | 99.38% | 99.38% |
26/04/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 207,460 CHF | 83,984 CHF | 99.38% | 99.38% |
25/04/2024 | 1.25% | 0.83 CHF | 0.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 198,405 CHF | 80,362 CHF | 99.38% | 99.38% |
24/04/2024 | 1.38% | 0.75 CHF | 0.76 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 179,634 CHF | 72,854 CHF | 99.37% | 99.37% |