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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 181,021 CHF | 73,408 CHF | 99.17% | 99.17% |
08/05/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 160,253 CHF | 65,101 CHF | 99.17% | 99.17% |
07/05/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 143,554 CHF | 58,422 CHF | 97.19% | 97.19% |
06/05/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 147,897 CHF | 60,159 CHF | 99.17% | 99.17% |
03/05/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 147,799 CHF | 60,120 CHF | 99.16% | 99.16% |
02/05/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 144,528 CHF | 58,811 CHF | 99.11% | 99.11% |
30/04/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 151,823 CHF | 61,729 CHF | 99.17% | 99.17% |
29/04/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 148,712 CHF | 60,485 CHF | 99.17% | 99.17% |
26/04/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 142,751 CHF | 58,100 CHF | 99.17% | 99.17% |
25/04/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 133,817 CHF | 54,527 CHF | 97.42% | 97.42% |