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 | 2.00% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 104,745 | 100,000 | 51,829 CHF | 50,510 CHF | 99.94% | 99.94% |
06/05/2024 | 3.03% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 47,634 CHF | 48,673 CHF | 99.99% | 99.99% |
03/05/2024 | 3.89% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 87,468 | 86,177 | 44,141 CHF | 44,578 CHF | 96.99% | 96.99% |
02/05/2024 | 3.12% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 109,879 | 94,421 | 49,654 CHF | 43,709 CHF | 98.86% | 98.86% |
30/04/2024 | 2.89% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 111,575 | 95,984 | 50,081 CHF | 44,163 CHF | 98.41% | 98.41% |
29/04/2024 | 2.14% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 111,162 | 100,000 | 51,467 CHF | 47,313 CHF | 99.95% | 99.95% |
26/04/2024 | 3.25% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 104,190 | 93,130 | 48,181 CHF | 44,122 CHF | 95.43% | 95.43% |
25/04/2024 | 4.70% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 96,286 | 85,095 | 43,687 CHF | 39,684 CHF | 96.36% | 96.36% |
24/04/2024 | 2.70% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 113,733 | 96,913 | 51,321 CHF | 44,763 CHF | 97.59% | 97.59% |
23/04/2024 | 3.07% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 102,418 | 93,327 | 48,856 CHF | 45,553 CHF | 96.02% | 96.02% |