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 | 0.54% | 1.82 CHF | 1.83 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 931,154 CHF | 936,154 CHF | 97.52% | 97.52% |
07/05/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 958,592 CHF | 963,592 CHF | 97.83% | 97.83% |
06/05/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 932,283 CHF | 937,283 CHF | 99.19% | 99.19% |
03/05/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 886,031 CHF | 891,031 CHF | 99.40% | 99.40% |
02/05/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 869,143 CHF | 874,143 CHF | 99.49% | 99.49% |
30/04/2024 | 0.56% | 1.69 CHF | 1.70 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 883,223 CHF | 888,223 CHF | 85.33% | 85.33% |
29/04/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,041,800 CHF | 1,046,800 CHF | 99.53% | 99.53% |
26/04/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,021,030 CHF | 1,026,030 CHF | 99.29% | 99.29% |
25/04/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 980,621 CHF | 985,621 CHF | 98.48% | 98.48% |
24/04/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,008,420 CHF | 1,013,420 CHF | 97.60% | 97.60% |