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 | 0.41% | 2.47 CHF | 2.48 CHF | 230,000 | 230,000 | 104,603 | 104,603 | 262,586 CHF | 263,636 CHF | 99.39% | 99.39% |
08/05/2024 | 0.42% | 2.51 CHF | 2.52 CHF | 230,000 | 230,000 | 103,461 | 103,461 | 255,137 CHF | 256,177 CHF | 98.81% | 98.81% |
07/05/2024 | 0.43% | 2.44 CHF | 2.45 CHF | 240,000 | 240,000 | 106,238 | 106,238 | 255,998 CHF | 257,067 CHF | 99.18% | 99.18% |
06/05/2024 | 0.45% | 2.35 CHF | 2.36 CHF | 240,000 | 240,000 | 106,483 | 106,483 | 247,529 CHF | 248,601 CHF | 99.23% | 99.23% |
03/05/2024 | 0.46% | 2.28 CHF | 2.29 CHF | 260,000 | 260,000 | 117,722 | 117,722 | 263,223 CHF | 264,404 CHF | 98.84% | 98.84% |
02/05/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 260,000 | 260,000 | 118,844 | 118,844 | 260,939 CHF | 262,131 CHF | 99.06% | 99.06% |
30/04/2024 | 0.48% | 2.17 CHF | 2.18 CHF | 260,000 | 260,000 | 117,852 | 117,852 | 251,481 CHF | 252,664 CHF | 98.39% | 98.39% |
29/04/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 260,000 | 260,000 | 107,909 | 107,909 | 235,138 CHF | 236,222 CHF | 99.18% | 99.18% |
26/04/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 260,000 | 260,000 | 117,394 | 117,394 | 261,867 CHF | 263,045 CHF | 97.16% | 97.16% |
25/04/2024 | 0.49% | 2.14 CHF | 2.15 CHF | 260,000 | 260,000 | 87,008 | 87,008 | 182,527 CHF | 183,401 CHF | 93.27% | 93.27% |