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 | 0.78% | 1.34 CHF | 1.35 CHF | 140,000 | 140,000 | 77,816 | 77,816 | 102,156 CHF | 102,937 CHF | 97.91% | 97.91% |
07/05/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 140,000 | 140,000 | 77,952 | 77,952 | 106,023 CHF | 106,805 CHF | 98.16% | 98.16% |
06/05/2024 | 0.80% | 1.30 CHF | 1.31 CHF | 140,000 | 140,000 | 79,393 | 79,393 | 101,314 CHF | 102,111 CHF | 91.73% | 91.73% |
03/05/2024 | 0.89% | 1.22 CHF | 1.23 CHF | 140,000 | 140,000 | 80,327 | 80,327 | 93,618 CHF | 94,425 CHF | 96.28% | 96.28% |
02/05/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 150,000 | 150,000 | 82,427 | 82,427 | 90,974 CHF | 91,801 CHF | 98.48% | 98.48% |
30/04/2024 | 0.88% | 1.10 CHF | 1.11 CHF | 140,000 | 140,000 | 78,431 | 78,431 | 91,123 CHF | 91,910 CHF | 96.24% | 96.24% |
29/04/2024 | 0.81% | 1.17 CHF | 1.18 CHF | 140,000 | 140,000 | 78,218 | 78,218 | 97,079 CHF | 97,864 CHF | 98.09% | 98.09% |
26/04/2024 | 0.72% | 1.32 CHF | 1.33 CHF | 150,000 | 150,000 | 55,356 | 52,995 | 76,624 CHF | 74,046 CHF | 95.76% | 95.76% |
25/04/2024 | 0.87% | 1.07 CHF | 1.08 CHF | 150,000 | 150,000 | 83,033 | 83,033 | 95,564 CHF | 96,396 CHF | 98.78% | 98.78% |
24/04/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 150,000 | 150,000 | 82,917 | 82,917 | 112,235 CHF | 113,068 CHF | 99.44% | 99.44% |