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 | 3.83% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 230,867 CHF | 79,956 CHF | 99.34% | 99.34% |
07/05/2024 | 4.15% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 977,210 | 377,210 | 230,688 CHF | 92,586 CHF | 94.71% | 94.71% |
06/05/2024 | 4.14% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 987,777 | 387,777 | 233,710 CHF | 95,593 CHF | 99.36% | 99.36% |
03/05/2024 | 4.42% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 221,635 CHF | 92,654 CHF | 99.36% | 99.36% |
02/05/2024 | 4.49% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 217,786 CHF | 91,115 CHF | 99.37% | 99.37% |
30/04/2024 | 4.53% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 216,086 CHF | 90,435 CHF | 99.37% | 99.37% |
29/04/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 239,927 CHF | 99,971 CHF | 99.37% | 99.37% |
26/04/2024 | 4.27% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 229,524 CHF | 95,810 CHF | 99.37% | 99.37% |
25/04/2024 | 4.02% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 999,850 | 399,850 | 243,870 CHF | 101,523 CHF | 99.36% | 99.36% |
24/04/2024 | 3.58% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 247,028 CHF | 85,343 CHF | 99.36% | 99.36% |