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 | 0.56% | 1.88 CHF | 1.89 CHF | 230,000 | 230,000 | 103,366 | 103,366 | 189,912 CHF | 190,947 CHF | 99.01% | 99.01% |
07/05/2024 | 0.57% | 1.81 CHF | 1.82 CHF | 240,000 | 240,000 | 106,366 | 106,366 | 189,674 CHF | 190,741 CHF | 99.18% | 99.18% |
06/05/2024 | 0.60% | 1.73 CHF | 1.74 CHF | 240,000 | 240,000 | 106,682 | 106,682 | 181,463 CHF | 182,535 CHF | 99.65% | 99.65% |
03/05/2024 | 0.64% | 1.65 CHF | 1.66 CHF | 250,000 | 250,000 | 110,076 | 110,076 | 177,476 CHF | 178,578 CHF | 98.75% | 98.75% |
02/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 250,000 | 250,000 | 109,943 | 109,943 | 172,362 CHF | 173,463 CHF | 97.73% | 97.73% |
30/04/2024 | 0.68% | 1.54 CHF | 1.55 CHF | 250,000 | 250,000 | 111,250 | 111,250 | 167,472 CHF | 168,587 CHF | 98.77% | 98.77% |
29/04/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 250,000 | 250,000 | 101,153 | 101,153 | 156,959 CHF | 157,973 CHF | 97.99% | 97.99% |
26/04/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 250,000 | 250,000 | 107,504 | 107,504 | 172,476 CHF | 173,553 CHF | 95.17% | 95.17% |
25/04/2024 | 0.70% | 1.49 CHF | 1.50 CHF | 250,000 | 250,000 | 78,590 | 78,590 | 115,786 CHF | 116,573 CHF | 90.07% | 90.07% |
24/04/2024 | 0.47% | 2.06 CHF | 2.07 CHF | 220,000 | 220,000 | 91,248 | 91,248 | 197,051 CHF | 197,966 CHF | 98.10% | 98.10% |