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 | 4.65% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 126,203 CHF | 44,068 CHF | 95.18% | 95.18% |
06/05/2024 | 4.41% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 133,156 CHF | 46,385 CHF | 92.69% | 92.69% |
03/05/2024 | 4.42% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 132,734 CHF | 46,245 CHF | 94.86% | 94.86% |
02/05/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 136,351 CHF | 47,450 CHF | 95.50% | 95.50% |
30/04/2024 | 4.65% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 126,224 CHF | 44,075 CHF | 94.76% | 94.76% |
29/04/2024 | 3.96% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 148,488 CHF | 51,496 CHF | 91.70% | 91.70% |
26/04/2024 | 4.07% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 144,619 CHF | 50,206 CHF | 94.50% | 94.50% |
25/04/2024 | 4.07% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 144,872 CHF | 50,291 CHF | 95.26% | 95.26% |
24/04/2024 | 3.90% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 151,035 CHF | 52,345 CHF | 96.80% | 96.80% |
23/04/2024 | 4.08% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 144,249 CHF | 50,083 CHF | 89.35% | 89.35% |