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 | 1.01% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 197,333 CHF | 199,333 CHF | 99.35% | 99.35% |
08/05/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 193,872 CHF | 195,872 CHF | 97.87% | 97.87% |
07/05/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 200,000 | 200,000 | 193,512 | 193,512 | 200,462 CHF | 202,400 CHF | 97.28% | 97.28% |
06/05/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 170,219 CHF | 172,319 CHF | 100.00% | 100.00% |
03/05/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 210,000 | 210,000 | 210,093 | 210,093 | 164,383 CHF | 166,484 CHF | 99.97% | 99.97% |
02/05/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 220,000 | 220,000 | 218,722 | 218,722 | 168,125 CHF | 170,312 CHF | 100.00% | 100.00% |
30/04/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 220,000 | 220,000 | 212,092 | 212,092 | 166,599 CHF | 168,720 CHF | 99.98% | 99.98% |
29/04/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 169,849 CHF | 171,949 CHF | 97.19% | 97.19% |
26/04/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 210,000 | 210,000 | 209,980 | 209,980 | 167,090 CHF | 169,190 CHF | 99.28% | 99.28% |
25/04/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 210,000 | 210,000 | 209,968 | 209,968 | 170,169 CHF | 172,269 CHF | 98.72% | 98.72% |