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 | 2.55% | 0.42 CHF | 0.43 CHF | 120,000 | 25,000 | 121,518 | 25,000 | 52,498 CHF | 11,087 CHF | 99.90% | 99.90% |
07/05/2024 | 2.84% | 0.44 CHF | 0.45 CHF | 120,000 | 25,000 | 136,326 | 25,000 | 51,267 CHF | 9,709 CHF | 96.36% | 96.36% |
06/05/2024 | 2.80% | 0.38 CHF | 0.39 CHF | 140,000 | 25,000 | 136,715 | 25,000 | 51,465 CHF | 9,691 CHF | 99.96% | 99.96% |
03/05/2024 | 3.11% | 0.36 CHF | 0.37 CHF | 140,000 | 25,000 | 155,747 | 25,000 | 51,698 CHF | 8,582 CHF | 98.28% | 98.28% |
02/05/2024 | 3.25% | 0.31 CHF | 0.32 CHF | 170,000 | 25,000 | 160,071 | 25,000 | 51,704 CHF | 8,359 CHF | 95.36% | 95.36% |
30/04/2024 | 3.33% | 0.30 CHF | 0.32 CHF | 170,000 | 25,000 | 162,891 | 25,000 | 51,974 CHF | 8,268 CHF | 100.00% | 100.00% |
29/04/2024 | 2.79% | 0.37 CHF | 0.38 CHF | 140,000 | 25,000 | 136,428 | 25,000 | 52,069 CHF | 9,818 CHF | 100.00% | 100.00% |
26/04/2024 | 3.12% | 0.37 CHF | 0.38 CHF | 140,000 | 25,000 | 148,493 | 25,000 | 51,708 CHF | 8,988 CHF | 99.27% | 99.27% |
25/04/2024 | 2.76% | 0.35 CHF | 0.37 CHF | 150,000 | 25,000 | 134,267 | 25,000 | 52,198 CHF | 10,021 CHF | 98.90% | 98.90% |
24/04/2024 | 2.39% | 0.44 CHF | 0.45 CHF | 120,000 | 25,000 | 110,676 | 25,000 | 52,008 CHF | 12,053 CHF | 100.00% | 100.00% |