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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 1.47% | 0.57 CHF | 0.58 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 128,965 CHF | 130,865 CHF | 98.99% | 98.99% |
08/05/2024 | 2.57% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 77,010 CHF | 79,010 CHF | 99.29% | 99.29% |
07/05/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 82,161 CHF | 84,161 CHF | 100.00% | 100.00% |
06/05/2024 | 2.48% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 79,756 CHF | 81,756 CHF | 100.00% | 100.00% |
03/05/2024 | 3.21% | 0.28 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 61,504 CHF | 63,504 CHF | 98.68% | 98.68% |
02/05/2024 | 3.36% | 0.33 CHF | 0.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 58,837 CHF | 60,837 CHF | 100.00% | 100.00% |
30/04/2024 | 2.92% | 0.32 CHF | 0.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 67,599 CHF | 69,599 CHF | 100.00% | 100.00% |
29/04/2024 | 2.13% | 0.44 CHF | 0.45 CHF | 200,000 | 200,000 | 199,968 | 199,968 | 93,212 CHF | 95,212 CHF | 100.00% | 100.00% |
26/04/2024 | 1.80% | 0.48 CHF | 0.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 110,118 CHF | 112,118 CHF | 99.54% | 99.54% |
25/04/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 101,542 CHF | 103,542 CHF | 99.91% | 99.91% |