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 | 0.64% | 1.76 CHF | 1.77 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 53,267 CHF | 44,672 CHF | 100.00% | 100.00% |
07/05/2024 | 0.59% | 1.78 CHF | 1.79 CHF | 30,000 | 25,000 | 30,081 | 25,000 | 51,150 CHF | 42,763 CHF | 98.16% | 98.16% |
06/05/2024 | 0.62% | 1.70 CHF | 1.71 CHF | 30,000 | 25,000 | 30,854 | 25,000 | 52,242 CHF | 42,622 CHF | 100.00% | 100.00% |
03/05/2024 | 0.64% | 1.67 CHF | 1.68 CHF | 30,000 | 25,000 | 39,042 | 25,000 | 63,294 CHF | 40,822 CHF | 98.41% | 98.41% |
02/05/2024 | 0.74% | 1.57 CHF | 1.58 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 64,020 CHF | 40,309 CHF | 99.13% | 99.13% |
30/04/2024 | 0.72% | 1.57 CHF | 1.58 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 63,734 CHF | 40,123 CHF | 100.00% | 100.00% |
29/04/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 30,000 | 25,000 | 30,376 | 25,000 | 51,123 CHF | 42,333 CHF | 99.69% | 99.69% |
26/04/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 40,000 | 25,000 | 39,974 | 25,000 | 64,950 CHF | 40,870 CHF | 99.26% | 99.26% |
25/04/2024 | 0.68% | 1.62 CHF | 1.63 CHF | 40,000 | 25,000 | 33,306 | 25,000 | 55,768 CHF | 42,274 CHF | 98.91% | 98.91% |
24/04/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 53,832 CHF | 45,121 CHF | 100.00% | 100.00% |