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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 975,142 CHF | 326,547 CHF | 99.22% | 99.22% |
08/05/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 926,216 CHF | 310,239 CHF | 99.23% | 99.23% |
07/05/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 915,818 CHF | 306,773 CHF | 99.24% | 99.24% |
06/05/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 879,802 CHF | 294,767 CHF | 99.24% | 99.24% |
03/05/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 876,184 CHF | 293,561 CHF | 99.19% | 99.19% |
02/05/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 864,763 CHF | 289,754 CHF | 99.23% | 99.23% |
30/04/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 878,719 CHF | 294,406 CHF | 99.19% | 99.19% |
29/04/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 875,863 CHF | 293,454 CHF | 99.16% | 99.16% |
26/04/2024 | 0.51% | 1.89 CHF | 1.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 879,129 CHF | 294,543 CHF | 99.27% | 99.27% |
25/04/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 893,196 CHF | 299,232 CHF | 99.24% | 99.24% |