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 | 0.60% | 1.67 CHF | 1.68 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 826,834 CHF | 831,834 CHF | 98.23% | 98.23% |
08/05/2024 | 0.58% | 1.67 CHF | 1.68 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 856,521 CHF | 861,521 CHF | 97.52% | 97.52% |
07/05/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 883,962 CHF | 888,962 CHF | 97.83% | 97.83% |
06/05/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 857,792 CHF | 862,792 CHF | 99.19% | 99.19% |
03/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 811,624 CHF | 816,624 CHF | 99.44% | 99.44% |
02/05/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 794,630 CHF | 799,630 CHF | 99.50% | 99.50% |
30/04/2024 | 0.62% | 1.54 CHF | 1.55 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 808,581 CHF | 813,581 CHF | 85.34% | 85.34% |
29/04/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 967,292 CHF | 972,292 CHF | 99.53% | 99.53% |
26/04/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 946,456 CHF | 951,456 CHF | 99.30% | 99.30% |
25/04/2024 | 0.55% | 1.77 CHF | 1.78 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 906,038 CHF | 911,038 CHF | 98.43% | 98.43% |