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 | 2.24% | 4.43 CHF | 4.53 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 88,478 CHF | 90,478 CHF | 99.53% | 99.53% |
07/05/2024 | 2.61% | 4.10 CHF | 4.20 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 75,866 CHF | 77,866 CHF | 99.54% | 99.54% |
06/05/2024 | 2.84% | 3.59 CHF | 3.69 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 69,507 CHF | 71,507 CHF | 99.49% | 99.49% |
03/05/2024 | 2.92% | 3.43 CHF | 3.53 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 67,604 CHF | 69,604 CHF | 99.20% | 99.20% |
02/05/2024 | 3.04% | 3.24 CHF | 3.34 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 64,900 CHF | 66,900 CHF | 99.42% | 99.42% |
30/04/2024 | 2.82% | 3.42 CHF | 3.52 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 69,879 CHF | 71,879 CHF | 99.44% | 99.44% |
29/04/2024 | 2.48% | 3.71 CHF | 3.81 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 79,899 CHF | 81,899 CHF | 99.55% | 99.55% |
26/04/2024 | 2.35% | 4.24 CHF | 4.34 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 84,155 CHF | 86,155 CHF | 99.44% | 99.44% |
25/04/2024 | 2.58% | 3.71 CHF | 3.81 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 76,938 CHF | 39,469 CHF | 98.45% | 98.45% |
24/04/2024 | 2.02% | 4.79 CHF | 4.89 CHF | 20,000 | 10,000 | 17,105 | 10,000 | 83,671 CHF | 50,139 CHF | 97.63% | 97.63% |