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 | 1.75% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 464,216 | 154,739 | 262,905 CHF | 89,183 CHF | 97.18% | 97.18% |
07/05/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 265,003 CHF | 89,834 CHF | 98.65% | 98.65% |
06/05/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 592,383 | 197,461 | 323,251 CHF | 109,725 CHF | 97.86% | 97.86% |
03/05/2024 | 1.99% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 298,721 CHF | 101,574 CHF | 97.92% | 97.92% |
02/05/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 290,299 CHF | 98,767 CHF | 98.16% | 98.16% |
30/04/2024 | 1.94% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 305,604 CHF | 103,868 CHF | 98.22% | 98.22% |
29/04/2024 | 1.81% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 477,873 | 159,291 | 260,945 CHF | 88,574 CHF | 97.78% | 97.78% |
26/04/2024 | 1.60% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 451,308 | 150,436 | 280,905 CHF | 95,140 CHF | 99.41% | 99.41% |
25/04/2024 | 1.91% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 311,609 CHF | 105,870 CHF | 99.18% | 99.18% |
24/04/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 355,468 CHF | 120,489 CHF | 99.25% | 99.25% |