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 | 1.49% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 200,471 CHF | 67,824 CHF | 93.92% | 93.92% |
07/05/2024 | 1.61% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 185,030 CHF | 62,677 CHF | 92.82% | 92.82% |
06/05/2024 | 1.79% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 166,268 CHF | 56,423 CHF | 96.74% | 96.74% |
03/05/2024 | 1.95% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 310,261 | 103,420 | 157,478 CHF | 53,527 CHF | 97.77% | 97.77% |
02/05/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 163,486 CHF | 55,496 CHF | 96.01% | 96.01% |
30/04/2024 | 1.83% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 429,028 | 143,009 | 231,524 CHF | 78,605 CHF | 93.52% | 93.52% |
29/04/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 241,363 CHF | 81,954 CHF | 88.50% | 88.50% |
26/04/2024 | 2.00% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 222,491 CHF | 75,664 CHF | 94.97% | 94.97% |
25/04/2024 | 2.04% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 218,347 CHF | 74,282 CHF | 95.61% | 95.61% |
24/04/2024 | 1.76% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 253,277 CHF | 85,926 CHF | 94.36% | 94.36% |