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 | 1.06% | 0.98 CHF | 0.99 CHF | 150,000 | 150,000 | 82,409 | 82,409 | 79,119 CHF | 79,946 CHF | 97.33% | 97.33% |
07/05/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 140,000 | 140,000 | 78,707 | 78,707 | 79,259 CHF | 80,049 CHF | 97.03% | 97.03% |
06/05/2024 | 1.11% | 0.95 CHF | 0.96 CHF | 150,000 | 150,000 | 83,423 | 83,423 | 77,347 CHF | 78,184 CHF | 95.31% | 95.31% |
03/05/2024 | 1.27% | 0.87 CHF | 0.88 CHF | 150,000 | 150,000 | 88,259 | 88,259 | 72,724 CHF | 73,610 CHF | 98.60% | 98.60% |
02/05/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 160,000 | 160,000 | 90,348 | 90,348 | 69,608 CHF | 70,515 CHF | 99.38% | 99.38% |
30/04/2024 | 1.23% | 0.77 CHF | 0.78 CHF | 150,000 | 150,000 | 82,897 | 82,897 | 68,363 CHF | 69,196 CHF | 99.27% | 99.27% |
29/04/2024 | 1.12% | 0.84 CHF | 0.85 CHF | 150,000 | 150,000 | 82,898 | 82,898 | 74,584 CHF | 75,417 CHF | 99.49% | 99.49% |
26/04/2024 | 0.94% | 0.98 CHF | 0.99 CHF | 160,000 | 160,000 | 63,936 | 61,094 | 66,973 CHF | 64,817 CHF | 97.25% | 97.25% |
25/04/2024 | 1.20% | 0.76 CHF | 0.77 CHF | 160,000 | 160,000 | 90,712 | 90,712 | 75,914 CHF | 76,824 CHF | 99.34% | 99.34% |
24/04/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 160,000 | 160,000 | 90,461 | 90,461 | 92,254 CHF | 93,163 CHF | 99.82% | 99.82% |