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 | 0.79% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 376,062 CHF | 126,354 CHF | 93.98% | 93.98% |
07/05/2024 | 0.83% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 360,662 CHF | 121,221 CHF | 92.77% | 92.77% |
06/05/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 341,639 CHF | 114,880 CHF | 96.72% | 96.72% |
03/05/2024 | 0.91% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 327,179 CHF | 110,060 CHF | 97.77% | 97.77% |
02/05/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 338,276 CHF | 113,759 CHF | 95.85% | 95.85% |
30/04/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 336,329 CHF | 113,110 CHF | 93.37% | 93.37% |
29/04/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 334,128 CHF | 112,376 CHF | 88.52% | 88.52% |
26/04/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 319,815 CHF | 107,605 CHF | 95.10% | 95.10% |
25/04/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 315,671 CHF | 106,224 CHF | 95.56% | 95.56% |
24/04/2024 | 0.88% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 340,738 CHF | 114,579 CHF | 94.37% | 94.37% |