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 | 1.22% | 0.84 CHF | 0.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 163,036 CHF | 165,036 CHF | 99.29% | 99.29% |
07/05/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 166,422 CHF | 168,422 CHF | 100.00% | 100.00% |
06/05/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 161,395 CHF | 163,395 CHF | 100.00% | 100.00% |
03/05/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 137,350 CHF | 139,350 CHF | 98.73% | 98.73% |
02/05/2024 | 1.48% | 0.72 CHF | 0.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 134,140 CHF | 136,140 CHF | 100.00% | 100.00% |
30/04/2024 | 1.41% | 0.67 CHF | 0.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 140,544 CHF | 142,544 CHF | 100.00% | 100.00% |
29/04/2024 | 1.15% | 0.83 CHF | 0.84 CHF | 200,000 | 200,000 | 199,956 | 199,956 | 172,295 CHF | 174,295 CHF | 100.00% | 100.00% |
26/04/2024 | 1.04% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 190,993 CHF | 192,993 CHF | 99.53% | 99.53% |
25/04/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 179,212 CHF | 181,212 CHF | 99.89% | 99.89% |
24/04/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 200,000 | 200,000 | 199,948 | 199,948 | 175,685 CHF | 177,685 CHF | 100.00% | 100.00% |