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 | 0.56% | 1.73 CHF | 1.74 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 885,946 CHF | 890,946 CHF | 97.52% | 97.52% |
07/05/2024 | 0.55% | 1.87 CHF | 1.88 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 913,385 CHF | 918,385 CHF | 97.83% | 97.83% |
06/05/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 887,163 CHF | 892,163 CHF | 99.19% | 99.19% |
03/05/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 840,950 CHF | 845,950 CHF | 99.39% | 99.39% |
02/05/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 824,000 CHF | 829,000 CHF | 99.50% | 99.50% |
30/04/2024 | 0.60% | 1.60 CHF | 1.61 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 838,006 CHF | 843,006 CHF | 85.33% | 85.33% |
29/04/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 996,662 CHF | 1,001,660 CHF | 99.53% | 99.53% |
26/04/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 975,854 CHF | 980,854 CHF | 99.30% | 99.30% |
25/04/2024 | 0.53% | 1.83 CHF | 1.84 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 935,425 CHF | 940,425 CHF | 98.49% | 98.49% |
24/04/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 963,331 CHF | 968,331 CHF | 97.61% | 97.61% |