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 | 1.37% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 325,555 CHF | 110,018 CHF | 97.06% | 97.06% |
07/05/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 335,325 CHF | 113,275 CHF | 99.00% | 99.00% |
06/05/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 316,630 CHF | 107,043 CHF | 98.03% | 98.03% |
03/05/2024 | 1.53% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 292,398 CHF | 98,966 CHF | 95.93% | 95.93% |
02/05/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 285,284 CHF | 96,595 CHF | 98.17% | 98.17% |
30/04/2024 | 1.50% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 298,195 CHF | 100,898 CHF | 98.27% | 98.27% |
29/04/2024 | 1.41% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 316,365 CHF | 106,955 CHF | 99.09% | 99.09% |
26/04/2024 | 1.28% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 348,335 CHF | 117,612 CHF | 99.39% | 99.39% |
25/04/2024 | 1.49% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 483,384 | 161,128 | 320,959 CHF | 108,598 CHF | 99.20% | 99.20% |
24/04/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 336,906 CHF | 113,802 CHF | 99.10% | 99.10% |