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 | 450,000 | 150,000 | 450,000 | 150,000 | 204,433 CHF | 69,644 CHF | 99.23% | 99.23% |
07/05/2024 | 2.07% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 214,887 CHF | 73,129 CHF | 99.24% | 99.24% |
06/05/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 249,174 CHF | 84,558 CHF | 99.24% | 99.24% |
03/05/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 253,440 CHF | 85,980 CHF | 99.19% | 99.19% |
02/05/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 266,795 CHF | 90,432 CHF | 99.23% | 99.23% |
30/04/2024 | 1.75% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 255,197 CHF | 86,566 CHF | 99.19% | 99.19% |
29/04/2024 | 1.74% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 256,551 CHF | 87,017 CHF | 99.16% | 99.16% |
26/04/2024 | 1.74% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 256,162 CHF | 86,887 CHF | 99.27% | 99.27% |
25/04/2024 | 1.84% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 242,764 CHF | 82,421 CHF | 99.23% | 99.23% |
24/04/2024 | 1.76% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 253,542 CHF | 86,014 CHF | 99.24% | 99.24% |