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 | 1.75% | 0.57 CHF | 0.58 CHF | 110,000 | 110,000 | 109,434 | 109,434 | 62,122 CHF | 63,217 CHF | 98.93% | 98.93% |
07/05/2024 | 1.64% | 0.56 CHF | 0.57 CHF | 110,000 | 110,000 | 109,941 | 109,941 | 66,751 CHF | 67,851 CHF | 99.88% | 99.88% |
06/05/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 110,000 | 110,000 | 110,071 | 110,071 | 67,112 CHF | 68,213 CHF | 100.00% | 100.00% |
03/05/2024 | 1.53% | 0.62 CHF | 0.63 CHF | 110,000 | 110,000 | 111,713 | 111,713 | 72,349 CHF | 73,467 CHF | 100.00% | 100.00% |
02/05/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 112,000 | 112,000 | 112,000 | 112,000 | 73,786 CHF | 74,906 CHF | 98.19% | 98.19% |
30/04/2024 | 1.50% | 0.68 CHF | 0.69 CHF | 112,000 | 112,000 | 111,932 | 111,932 | 74,262 CHF | 75,382 CHF | 100.00% | 100.00% |
29/04/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 110,000 | 110,000 | 110,037 | 110,037 | 68,256 CHF | 69,356 CHF | 100.00% | 100.00% |
26/04/2024 | 1.52% | 0.63 CHF | 0.64 CHF | 112,000 | 112,000 | 111,990 | 111,990 | 72,887 CHF | 74,007 CHF | 99.42% | 99.42% |
25/04/2024 | 1.59% | 0.65 CHF | 0.66 CHF | 112,000 | 112,000 | 110,655 | 110,655 | 69,150 CHF | 70,257 CHF | 99.68% | 99.68% |
24/04/2024 | 1.75% | 0.59 CHF | 0.60 CHF | 110,000 | 110,000 | 109,182 | 109,182 | 62,003 CHF | 63,095 CHF | 99.30% | 99.30% |