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 | 0.45% | 2.21 CHF | 2.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 993,559 CHF | 332,686 CHF | 99.23% | 99.23% |
07/05/2024 | 0.46% | 2.22 CHF | 2.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 983,151 CHF | 329,217 CHF | 99.24% | 99.24% |
06/05/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 947,061 CHF | 317,187 CHF | 99.24% | 99.24% |
03/05/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 943,281 CHF | 315,927 CHF | 99.19% | 99.19% |
02/05/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 932,025 CHF | 312,175 CHF | 99.23% | 99.23% |
30/04/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 946,071 CHF | 316,857 CHF | 99.19% | 99.19% |
29/04/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 943,082 CHF | 315,861 CHF | 99.16% | 99.16% |
26/04/2024 | 0.47% | 2.04 CHF | 2.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 946,540 CHF | 317,013 CHF | 99.27% | 99.27% |
25/04/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 960,533 CHF | 321,678 CHF | 99.23% | 99.23% |
24/04/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 947,413 CHF | 317,304 CHF | 99.24% | 99.24% |