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 | 1.54% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 161,368 CHF | 65,547 CHF | 99.34% | 99.34% |
07/05/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 178,897 CHF | 72,559 CHF | 97.84% | 97.84% |
06/05/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 191,494 CHF | 77,598 CHF | 99.38% | 99.38% |
03/05/2024 | 1.21% | 0.78 CHF | 0.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 206,862 CHF | 83,745 CHF | 99.35% | 99.35% |
02/05/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 227,531 CHF | 92,012 CHF | 98.72% | 98.72% |
30/04/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 223,657 CHF | 90,463 CHF | 99.37% | 99.37% |
29/04/2024 | 1.19% | 0.89 CHF | 0.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 209,694 CHF | 84,878 CHF | 99.38% | 99.38% |
26/04/2024 | 1.09% | 0.88 CHF | 0.89 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 227,622 CHF | 92,049 CHF | 99.37% | 99.37% |
25/04/2024 | 0.99% | 1.05 CHF | 1.06 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 252,341 CHF | 101,936 CHF | 99.36% | 99.36% |
24/04/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 254,350 CHF | 102,740 CHF | 99.38% | 99.38% |