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 | 0.58% | 1.79 CHF | 1.80 CHF | 180,000 | 180,000 | 83,045 | 83,045 | 148,062 CHF | 148,896 CHF | 98.30% | 98.30% |
07/05/2024 | 0.57% | 1.84 CHF | 1.85 CHF | 180,000 | 180,000 | 83,360 | 83,360 | 150,561 CHF | 151,398 CHF | 98.75% | 98.75% |
06/05/2024 | 0.60% | 1.73 CHF | 1.74 CHF | 180,000 | 180,000 | 84,119 | 84,119 | 143,091 CHF | 143,935 CHF | 99.28% | 99.28% |
03/05/2024 | 0.62% | 1.70 CHF | 1.71 CHF | 190,000 | 190,000 | 84,401 | 84,401 | 142,221 CHF | 143,068 CHF | 98.21% | 98.21% |
02/05/2024 | 0.67% | 1.55 CHF | 1.56 CHF | 190,000 | 190,000 | 84,738 | 84,738 | 128,584 CHF | 129,433 CHF | 97.25% | 97.25% |
30/04/2024 | 0.65% | 1.48 CHF | 1.49 CHF | 200,000 | 200,000 | 88,372 | 88,372 | 139,019 CHF | 139,906 CHF | 99.55% | 99.55% |
29/04/2024 | 0.65% | 1.48 CHF | 1.49 CHF | 210,000 | 210,000 | 85,870 | 85,870 | 133,327 CHF | 134,189 CHF | 99.16% | 99.16% |
26/04/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 220,000 | 220,000 | 97,958 | 97,958 | 140,706 CHF | 141,689 CHF | 98.76% | 98.76% |
25/04/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 220,000 | 220,000 | 98,870 | 98,870 | 115,230 CHF | 116,222 CHF | 99.14% | 99.14% |
24/04/2024 | 0.68% | 1.39 CHF | 1.40 CHF | 210,000 | 210,000 | 90,258 | 90,258 | 133,520 CHF | 134,426 CHF | 99.47% | 99.47% |