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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 3.41% | 0.64 CHF | 0.66 CHF | 72,347 | 50,000 | 73,034 | 50,000 | 44,659 CHF | 31,637 CHF | 99.13% | 99.13% |
30/04/2024 | 3.17% | 0.64 CHF | 0.66 CHF | 72,475 | 50,000 | 71,685 | 50,000 | 47,298 CHF | 34,057 CHF | 99.79% | 99.79% |
29/04/2024 | 3.35% | 0.60 CHF | 0.62 CHF | 73,855 | 50,000 | 74,743 | 50,000 | 44,128 CHF | 30,530 CHF | 99.58% | 99.58% |
26/04/2024 | 3.97% | 0.57 CHF | 0.59 CHF | 76,971 | 50,000 | 81,769 | 50,000 | 40,384 CHF | 25,722 CHF | 99.34% | 99.34% |
25/04/2024 | 4.17% | 0.42 CHF | 0.44 CHF | 88,584 | 50,000 | 83,681 | 50,000 | 39,409 CHF | 24,609 CHF | 99.39% | 99.39% |
24/04/2024 | 4.12% | 0.50 CHF | 0.52 CHF | 81,789 | 50,000 | 82,851 | 50,000 | 39,508 CHF | 24,869 CHF | 97.81% | 97.81% |
23/04/2024 | 4.46% | 0.46 CHF | 0.48 CHF | 83,708 | 50,000 | 86,079 | 50,000 | 37,581 CHF | 22,831 CHF | 99.37% | 99.37% |
22/04/2024 | 4.44% | 0.42 CHF | 0.44 CHF | 88,037 | 50,000 | 83,267 | 48,935 | 37,536 CHF | 23,040 CHF | 100.00% | 100.00% |
19/04/2024 | 4.62% | 0.44 CHF | 0.46 CHF | 86,887 | 50,000 | 89,144 | 50,000 | 37,780 CHF | 22,226 CHF | 100.00% | 100.00% |
18/04/2024 | 4.48% | 0.45 CHF | 0.47 CHF | 88,150 | 50,000 | 87,660 | 49,800 | 38,467 CHF | 22,853 CHF | 99.24% | 99.24% |