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 | 0.38% | 2.60 CHF | 2.61 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 1,458,800 CHF | 1,464,300 CHF | 100.00% | 100.00% |
08/05/2024 | 0.46% | 2.12 CHF | 2.13 CHF | 570,000 | 570,000 | 569,917 | 569,917 | 1,225,990 CHF | 1,231,690 CHF | 99.45% | 99.45% |
07/05/2024 | 0.55% | 2.07 CHF | 2.08 CHF | 620,000 | 620,000 | 619,442 | 619,442 | 1,137,770 CHF | 1,143,970 CHF | 100.00% | 100.00% |
06/05/2024 | 0.65% | 1.59 CHF | 1.60 CHF | 670,000 | 670,000 | 670,000 | 670,000 | 1,029,090 CHF | 1,035,790 CHF | 99.72% | 99.72% |
03/05/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 710,000 | 710,000 | 701,005 | 701,005 | 946,514 CHF | 953,584 CHF | 99.25% | 99.25% |
02/05/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 710,000 | 710,000 | 710,000 | 710,000 | 926,885 CHF | 933,985 CHF | 98.90% | 98.90% |
30/04/2024 | 0.67% | 1.33 CHF | 1.34 CHF | 640,000 | 640,000 | 639,637 | 639,637 | 953,984 CHF | 960,384 CHF | 99.73% | 99.73% |
29/04/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 640,000 | 640,000 | 635,381 | 635,381 | 1,075,390 CHF | 1,081,740 CHF | 99.19% | 99.19% |
26/04/2024 | 0.64% | 1.72 CHF | 1.73 CHF | 710,000 | 710,000 | 706,141 | 706,141 | 1,124,560 CHF | 1,131,650 CHF | 98.55% | 98.55% |
25/04/2024 | 0.69% | 1.40 CHF | 1.41 CHF | 660,000 | 660,000 | 660,000 | 660,000 | 956,704 CHF | 963,304 CHF | 99.98% | 99.98% |