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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 2.26% | 0.48 CHF | 0.49 CHF | 120,000 | 120,000 | 119,817 | 119,817 | 52,687 CHF | 53,887 CHF | 99.48% | 99.48% |
06/05/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 52,570 CHF | 53,770 CHF | 99.72% | 99.72% |
03/05/2024 | 2.44% | 0.43 CHF | 0.44 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 52,710 CHF | 54,010 CHF | 99.94% | 99.94% |
02/05/2024 | 2.49% | 0.38 CHF | 0.39 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 51,669 CHF | 52,969 CHF | 97.76% | 97.76% |
30/04/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 130,000 | 130,000 | 129,959 | 129,959 | 51,192 CHF | 52,492 CHF | 99.99% | 99.99% |
29/04/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 120,000 | 120,000 | 120,168 | 120,168 | 52,310 CHF | 53,512 CHF | 99.99% | 99.99% |
26/04/2024 | 2.41% | 0.43 CHF | 0.44 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 53,342 CHF | 54,642 CHF | 99.23% | 99.23% |
25/04/2024 | 2.27% | 0.41 CHF | 0.42 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 52,385 CHF | 53,585 CHF | 99.39% | 99.39% |
24/04/2024 | 2.03% | 0.47 CHF | 0.48 CHF | 120,000 | 120,000 | 119,984 | 119,984 | 58,661 CHF | 59,861 CHF | 99.20% | 99.20% |
23/04/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 120,000 | 120,000 | 119,995 | 119,995 | 60,902 CHF | 62,102 CHF | 99.74% | 99.74% |