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 | 0.63% | 1.55 CHF | 1.56 CHF | 640,000 | 640,000 | 640,000 | 640,000 | 1,019,920 CHF | 1,026,320 CHF | 100.00% | 100.00% |
08/05/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 720,000 | 720,000 | 719,885 | 719,885 | 834,342 CHF | 841,542 CHF | 99.44% | 99.44% |
07/05/2024 | 1.10% | 1.10 CHF | 1.11 CHF | 890,000 | 890,000 | 889,171 | 889,171 | 810,607 CHF | 819,507 CHF | 100.00% | 100.00% |
06/05/2024 | 1.44% | 0.73 CHF | 0.74 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 692,670 CHF | 702,670 CHF | 99.74% | 99.74% |
03/05/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 1,000,000 | 1,000,000 | 987,517 | 987,517 | 570,595 CHF | 580,553 CHF | 99.27% | 99.27% |
02/05/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 557,051 CHF | 567,051 CHF | 98.92% | 98.92% |
30/04/2024 | 1.47% | 0.57 CHF | 0.58 CHF | 910,000 | 910,000 | 909,478 | 909,478 | 617,184 CHF | 626,284 CHF | 99.72% | 99.72% |
29/04/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 880,000 | 880,000 | 873,695 | 873,695 | 729,669 CHF | 738,411 CHF | 99.24% | 99.24% |
26/04/2024 | 1.32% | 0.87 CHF | 0.88 CHF | 1,000,000 | 1,000,000 | 994,553 | 994,553 | 764,683 CHF | 774,664 CHF | 98.55% | 98.55% |
25/04/2024 | 1.47% | 0.65 CHF | 0.66 CHF | 950,000 | 950,000 | 950,000 | 950,000 | 646,375 CHF | 655,875 CHF | 100.00% | 100.00% |