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 | 3.08% | 0.32 CHF | 0.33 CHF | 900,000 | 300,000 | 902,275 | 302,275 | 288,844 CHF | 99,774 CHF | 99.36% | 99.36% |
07/05/2024 | 3.26% | 0.32 CHF | 0.33 CHF | 900,000 | 300,000 | 980,138 | 380,138 | 295,930 CHF | 118,383 CHF | 94.70% | 94.70% |
06/05/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 300,751 CHF | 124,300 CHF | 99.36% | 99.36% |
03/05/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 284,158 CHF | 117,663 CHF | 99.36% | 99.36% |
02/05/2024 | 3.50% | 0.27 CHF | 0.28 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 280,838 CHF | 116,335 CHF | 99.37% | 99.37% |
30/04/2024 | 3.51% | 0.27 CHF | 0.28 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 280,223 CHF | 116,089 CHF | 99.36% | 99.36% |
29/04/2024 | 3.25% | 0.30 CHF | 0.31 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 302,282 CHF | 124,913 CHF | 99.38% | 99.38% |
26/04/2024 | 3.37% | 0.30 CHF | 0.31 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 291,505 CHF | 120,602 CHF | 99.38% | 99.38% |
25/04/2024 | 3.22% | 0.29 CHF | 0.30 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 305,877 CHF | 126,351 CHF | 99.36% | 99.36% |
24/04/2024 | 2.92% | 0.32 CHF | 0.33 CHF | 1,000,000 | 400,000 | 915,128 | 315,128 | 308,597 CHF | 109,292 CHF | 99.36% | 99.36% |