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 | 1.45% | 0.68 CHF | 0.69 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 411,604 CHF | 69,601 CHF | 99.36% | 99.36% |
07/05/2024 | 1.53% | 0.69 CHF | 0.70 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 390,499 CHF | 66,083 CHF | 94.71% | 94.71% |
06/05/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 389,057 CHF | 65,843 CHF | 99.36% | 99.36% |
03/05/2024 | 1.62% | 0.64 CHF | 0.65 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 368,162 CHF | 62,360 CHF | 99.36% | 99.36% |
02/05/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 362,839 CHF | 61,473 CHF | 99.37% | 99.37% |
30/04/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 360,691 CHF | 61,115 CHF | 99.36% | 99.36% |
29/04/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 386,869 CHF | 65,478 CHF | 99.38% | 99.38% |
26/04/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 370,448 CHF | 62,741 CHF | 99.37% | 99.37% |
25/04/2024 | 1.54% | 0.62 CHF | 0.63 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 386,586 CHF | 65,431 CHF | 99.36% | 99.36% |
24/04/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 419,354 CHF | 70,892 CHF | 99.36% | 99.36% |