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 | 2.86% | 0.34 CHF | 0.35 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 258,405 CHF | 70,908 CHF | 99.36% | 99.36% |
07/05/2024 | 3.10% | 0.35 CHF | 0.36 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 238,544 CHF | 65,612 CHF | 94.71% | 94.71% |
06/05/2024 | 3.11% | 0.32 CHF | 0.33 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 237,489 CHF | 65,330 CHF | 99.36% | 99.36% |
03/05/2024 | 3.36% | 0.31 CHF | 0.32 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 219,536 CHF | 60,543 CHF | 99.36% | 99.36% |
02/05/2024 | 3.42% | 0.28 CHF | 0.29 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 215,694 CHF | 59,518 CHF | 99.37% | 99.37% |
30/04/2024 | 3.45% | 0.28 CHF | 0.29 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 213,894 CHF | 59,038 CHF | 99.36% | 99.36% |
29/04/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 237,446 CHF | 65,319 CHF | 99.37% | 99.37% |
26/04/2024 | 3.29% | 0.31 CHF | 0.32 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 224,155 CHF | 61,775 CHF | 99.37% | 99.37% |
25/04/2024 | 3.09% | 0.30 CHF | 0.31 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 239,003 CHF | 65,734 CHF | 99.36% | 99.36% |
24/04/2024 | 2.75% | 0.34 CHF | 0.35 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 268,998 CHF | 73,733 CHF | 99.36% | 99.36% |