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 | 0.65% | 1.58 CHF | 1.59 CHF | 280,000 | 280,000 | 151,909 | 151,909 | 240,706 CHF | 242,230 CHF | 99.14% | 99.14% |
08/05/2024 | 0.66% | 1.57 CHF | 1.58 CHF | 280,000 | 280,000 | 151,022 | 151,022 | 234,993 CHF | 236,508 CHF | 98.41% | 98.41% |
07/05/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 280,000 | 280,000 | 150,893 | 150,893 | 238,120 CHF | 239,634 CHF | 98.23% | 98.23% |
06/05/2024 | 0.67% | 1.55 CHF | 1.56 CHF | 280,000 | 280,000 | 150,761 | 150,761 | 230,983 CHF | 232,496 CHF | 98.82% | 98.82% |
03/05/2024 | 0.70% | 1.50 CHF | 1.51 CHF | 280,000 | 280,000 | 158,265 | 158,265 | 233,771 CHF | 235,360 CHF | 98.51% | 98.51% |
02/05/2024 | 0.71% | 1.45 CHF | 1.46 CHF | 290,000 | 290,000 | 159,794 | 159,794 | 231,656 CHF | 233,259 CHF | 98.75% | 98.75% |
30/04/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 280,000 | 280,000 | 151,209 | 151,209 | 223,636 CHF | 225,154 CHF | 98.61% | 98.61% |
29/04/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 280,000 | 280,000 | 150,610 | 150,610 | 228,416 CHF | 229,928 CHF | 98.14% | 98.14% |
26/04/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 280,000 | 280,000 | 106,058 | 106,058 | 168,187 CHF | 169,250 CHF | 94.81% | 94.81% |
25/04/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 290,000 | 290,000 | 153,366 | 153,366 | 223,305 CHF | 224,842 CHF | 96.12% | 96.12% |