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 | 0.57% | 1.76 CHF | 1.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 787,286 CHF | 263,929 CHF | 99.23% | 99.23% |
07/05/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 777,142 CHF | 260,547 CHF | 99.24% | 99.24% |
06/05/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 741,150 CHF | 248,550 CHF | 99.24% | 99.24% |
03/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 737,399 CHF | 247,300 CHF | 99.19% | 99.19% |
02/05/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 726,178 CHF | 243,559 CHF | 99.23% | 99.23% |
30/04/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 739,878 CHF | 248,126 CHF | 99.19% | 99.19% |
29/04/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 737,235 CHF | 247,245 CHF | 99.16% | 99.16% |
26/04/2024 | 0.61% | 1.58 CHF | 1.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 740,301 CHF | 248,267 CHF | 99.27% | 99.27% |
25/04/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 754,484 CHF | 252,995 CHF | 99.24% | 99.24% |
24/04/2024 | 0.60% | 1.62 CHF | 1.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 741,884 CHF | 248,795 CHF | 99.24% | 99.24% |