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 | 2.18% | 0.45 CHF | 0.46 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 409,335 CHF | 139,445 CHF | 99.36% | 99.36% |
07/05/2024 | 2.29% | 0.46 CHF | 0.47 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 388,354 CHF | 132,451 CHF | 94.70% | 94.70% |
06/05/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 387,583 CHF | 132,194 CHF | 99.36% | 99.36% |
03/05/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 368,614 CHF | 125,871 CHF | 99.35% | 99.35% |
02/05/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 363,965 CHF | 124,322 CHF | 99.37% | 99.37% |
30/04/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 363,153 CHF | 124,051 CHF | 99.37% | 99.37% |
29/04/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 387,095 CHF | 132,032 CHF | 99.37% | 99.37% |
26/04/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 374,229 CHF | 127,743 CHF | 99.38% | 99.38% |
25/04/2024 | 2.28% | 0.42 CHF | 0.43 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 390,443 CHF | 133,148 CHF | 99.36% | 99.36% |
24/04/2024 | 2.11% | 0.45 CHF | 0.46 CHF | 900,000 | 300,000 | 899,863 | 299,954 | 422,543 CHF | 143,847 CHF | 99.36% | 99.36% |