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 | 1.36% | 0.72 CHF | 0.73 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 437,384 CHF | 73,897 CHF | 99.36% | 99.36% |
07/05/2024 | 1.43% | 0.73 CHF | 0.74 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 417,497 CHF | 70,583 CHF | 94.70% | 94.70% |
06/05/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 416,108 CHF | 70,351 CHF | 99.36% | 99.36% |
03/05/2024 | 1.50% | 0.68 CHF | 0.69 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 397,657 CHF | 67,276 CHF | 99.35% | 99.35% |
02/05/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 392,821 CHF | 66,470 CHF | 99.36% | 99.36% |
30/04/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 390,530 CHF | 66,088 CHF | 99.36% | 99.36% |
29/04/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 414,477 CHF | 70,080 CHF | 99.36% | 99.36% |
26/04/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 400,519 CHF | 67,753 CHF | 99.38% | 99.38% |
25/04/2024 | 1.43% | 0.67 CHF | 0.68 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 416,180 CHF | 70,363 CHF | 99.36% | 99.36% |
24/04/2024 | 1.33% | 0.72 CHF | 0.73 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 446,770 CHF | 75,462 CHF | 99.36% | 99.36% |