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 | 4.43% | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 44,242 CHF | 46,242 CHF | 100.00% | 100.00% |
06/05/2024 | 4.24% | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 46,182 CHF | 48,182 CHF | 100.00% | 100.00% |
03/05/2024 | 3.31% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 59,511 CHF | 61,511 CHF | 98.74% | 98.74% |
02/05/2024 | 3.23% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 61,058 CHF | 63,058 CHF | 100.00% | 100.00% |
30/04/2024 | 3.39% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 57,996 CHF | 59,996 CHF | 100.00% | 100.00% |
29/04/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 199,961 | 199,961 | 48,377 CHF | 50,377 CHF | 100.00% | 100.00% |
26/04/2024 | 4.06% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 48,291 CHF | 50,291 CHF | 99.53% | 99.53% |
25/04/2024 | 3.95% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 49,653 CHF | 51,653 CHF | 99.90% | 99.90% |
24/04/2024 | 3.65% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 199,948 | 199,948 | 53,818 CHF | 55,818 CHF | 100.00% | 100.00% |
23/04/2024 | 3.47% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 199,890 | 199,890 | 56,911 CHF | 58,911 CHF | 99.98% | 99.98% |