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 | 1.30% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 457,083 CHF | 154,361 CHF | 99.37% | 99.37% |
07/05/2024 | 1.36% | 0.77 CHF | 0.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 438,180 CHF | 148,060 CHF | 94.70% | 94.70% |
06/05/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 437,256 CHF | 147,752 CHF | 99.36% | 99.36% |
03/05/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 419,748 CHF | 141,916 CHF | 99.36% | 99.36% |
02/05/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 414,748 CHF | 140,249 CHF | 99.37% | 99.37% |
30/04/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 412,736 CHF | 139,579 CHF | 99.36% | 99.36% |
29/04/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 435,647 CHF | 147,216 CHF | 99.36% | 99.36% |
26/04/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 422,937 CHF | 142,979 CHF | 99.37% | 99.37% |
25/04/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 437,990 CHF | 147,997 CHF | 99.36% | 99.36% |
24/04/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 467,177 CHF | 157,726 CHF | 99.36% | 99.36% |