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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 649,834 CHF | 218,111 CHF | 99.24% | 99.24% |
06/05/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 614,307 CHF | 206,269 CHF | 99.24% | 99.24% |
03/05/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 610,793 CHF | 205,098 CHF | 99.17% | 99.17% |
02/05/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 599,091 CHF | 201,197 CHF | 99.23% | 99.23% |
30/04/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 612,857 CHF | 205,786 CHF | 99.19% | 99.19% |
29/04/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 610,217 CHF | 204,906 CHF | 99.16% | 99.16% |
26/04/2024 | 0.73% | 1.30 CHF | 1.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 613,232 CHF | 205,911 CHF | 99.27% | 99.27% |
25/04/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 627,262 CHF | 210,587 CHF | 99.23% | 99.23% |
24/04/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 614,823 CHF | 206,441 CHF | 99.23% | 99.23% |
23/04/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 602,001 CHF | 202,167 CHF | 99.17% | 99.17% |