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 | 0.76% | 1.34 CHF | 1.35 CHF | 190,000 | 190,000 | 85,157 | 85,157 | 114,142 CHF | 114,997 CHF | 98.52% | 98.52% |
07/05/2024 | 0.76% | 1.40 CHF | 1.41 CHF | 180,000 | 180,000 | 85,374 | 85,374 | 116,513 CHF | 117,371 CHF | 98.97% | 98.97% |
06/05/2024 | 0.81% | 1.29 CHF | 1.30 CHF | 190,000 | 190,000 | 86,159 | 86,159 | 108,864 CHF | 109,729 CHF | 99.57% | 99.57% |
03/05/2024 | 0.83% | 1.26 CHF | 1.27 CHF | 190,000 | 190,000 | 84,794 | 84,794 | 106,049 CHF | 106,901 CHF | 98.88% | 98.88% |
02/05/2024 | 0.94% | 1.12 CHF | 1.13 CHF | 210,000 | 210,000 | 97,329 | 97,329 | 106,114 CHF | 107,090 CHF | 97.88% | 97.88% |
30/04/2024 | 0.86% | 1.10 CHF | 1.11 CHF | 220,000 | 220,000 | 100,433 | 100,433 | 118,320 CHF | 119,329 CHF | 99.69% | 99.69% |
29/04/2024 | 0.88% | 1.09 CHF | 1.10 CHF | 230,000 | 230,000 | 97,808 | 97,808 | 113,392 CHF | 114,374 CHF | 99.50% | 99.50% |
26/04/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 250,000 | 250,000 | 111,556 | 111,556 | 117,459 CHF | 118,579 CHF | 99.18% | 99.18% |
25/04/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 240,000 | 240,000 | 105,456 | 105,456 | 85,615 CHF | 86,673 CHF | 99.35% | 99.35% |
24/04/2024 | 0.93% | 1.01 CHF | 1.02 CHF | 230,000 | 230,000 | 102,074 | 102,074 | 111,306 CHF | 112,331 CHF | 99.73% | 99.73% |