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 | 0.61% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 49,472 | 49,472 | 83,149 CHF | 83,644 CHF | 98.74% | 98.74% |
07/05/2024 | 0.66% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 49,414 | 49,414 | 76,704 CHF | 77,199 CHF | 99.32% | 99.32% |
06/05/2024 | 0.73% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 49,495 | 49,495 | 68,990 CHF | 69,486 CHF | 99.67% | 99.67% |
03/05/2024 | 0.81% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 48,891 | 48,891 | 62,300 CHF | 62,790 CHF | 96.96% | 96.96% |
02/05/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 49,496 | 49,496 | 67,519 CHF | 68,014 CHF | 99.74% | 99.74% |
30/04/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 49,303 | 49,303 | 66,439 CHF | 66,933 CHF | 98.02% | 98.02% |
29/04/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 49,490 | 49,490 | 65,857 CHF | 66,353 CHF | 99.83% | 99.83% |
26/04/2024 | 0.84% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 49,488 | 49,488 | 60,089 CHF | 60,584 CHF | 99.02% | 99.02% |
25/04/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 49,488 | 49,488 | 58,587 CHF | 59,082 CHF | 99.76% | 99.76% |
24/04/2024 | 0.74% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 49,138 | 49,138 | 68,390 CHF | 68,883 CHF | 99.48% | 99.48% |