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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 109,017 CHF | 37,839 CHF | 95.19% | 95.19% |
06/05/2024 | 3.80% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 116,286 CHF | 40,262 CHF | 92.77% | 92.77% |
03/05/2024 | 3.83% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 115,448 CHF | 39,983 CHF | 94.85% | 94.85% |
02/05/2024 | 3.75% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 118,045 CHF | 40,848 CHF | 95.43% | 95.43% |
30/04/2024 | 4.12% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 107,213 CHF | 37,238 CHF | 94.74% | 94.74% |
29/04/2024 | 3.39% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 130,580 CHF | 45,027 CHF | 91.71% | 91.71% |
26/04/2024 | 3.47% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 127,511 CHF | 44,004 CHF | 94.48% | 94.48% |
25/04/2024 | 3.50% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 126,808 CHF | 43,769 CHF | 95.26% | 95.26% |
24/04/2024 | 3.34% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 132,745 CHF | 45,748 CHF | 96.79% | 96.79% |
23/04/2024 | 3.53% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 125,375 CHF | 43,292 CHF | 89.37% | 89.37% |