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 | 0.51% | 1.90 CHF | 1.91 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 973,748 CHF | 978,748 CHF | 97.52% | 97.52% |
07/05/2024 | 0.50% | 2.04 CHF | 2.05 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,001,190 CHF | 1,006,190 CHF | 97.83% | 97.83% |
06/05/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 974,804 CHF | 979,804 CHF | 99.19% | 99.19% |
03/05/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 928,510 CHF | 933,510 CHF | 99.45% | 99.45% |
02/05/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 911,678 CHF | 916,678 CHF | 99.47% | 99.47% |
30/04/2024 | 0.54% | 1.78 CHF | 1.79 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 925,828 CHF | 930,828 CHF | 85.32% | 85.32% |
29/04/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,084,320 CHF | 1,089,320 CHF | 99.53% | 99.53% |
26/04/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,063,590 CHF | 1,068,590 CHF | 99.27% | 99.27% |
25/04/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,023,220 CHF | 1,028,220 CHF | 98.43% | 98.43% |
24/04/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,050,910 CHF | 1,055,910 CHF | 97.61% | 97.61% |