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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 142,839 | 100,000 | 51,417 CHF | 37,016 CHF | 99.93% | 99.93% |
06/05/2024 | 4.08% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 125,509 | 92,150 | 48,018 CHF | 36,296 CHF | 99.99% | 99.99% |
03/05/2024 | 5.30% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 117,916 | 85,920 | 43,560 CHF | 32,836 CHF | 97.38% | 97.38% |
02/05/2024 | 4.42% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 153,124 | 94,454 | 48,604 CHF | 31,004 CHF | 99.45% | 99.45% |
30/04/2024 | 4.13% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 158,287 | 95,984 | 49,625 CHF | 31,170 CHF | 98.41% | 98.41% |
29/04/2024 | 3.00% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 159,513 | 100,000 | 52,343 CHF | 33,819 CHF | 99.94% | 99.94% |
26/04/2024 | 4.58% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 146,934 | 93,132 | 48,125 CHF | 31,540 CHF | 95.45% | 95.45% |
25/04/2024 | 6.73% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 134,545 | 85,040 | 42,976 CHF | 28,181 CHF | 96.44% | 96.44% |
24/04/2024 | 3.84% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 160,163 | 96,912 | 50,474 CHF | 31,566 CHF | 97.57% | 97.57% |
23/04/2024 | 4.24% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 139,887 | 93,327 | 47,877 CHF | 32,979 CHF | 96.02% | 96.02% |