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 | 0.62% | 1.69 CHF | 1.70 CHF | 230,000 | 230,000 | 103,360 | 103,360 | 170,896 CHF | 171,932 CHF | 99.13% | 99.13% |
07/05/2024 | 0.64% | 1.63 CHF | 1.64 CHF | 240,000 | 240,000 | 107,209 | 107,209 | 171,443 CHF | 172,518 CHF | 99.81% | 99.81% |
06/05/2024 | 0.68% | 1.55 CHF | 1.56 CHF | 240,000 | 240,000 | 107,090 | 107,090 | 162,454 CHF | 163,530 CHF | 100.00% | 100.00% |
03/05/2024 | 0.72% | 1.47 CHF | 1.48 CHF | 250,000 | 250,000 | 110,922 | 110,922 | 158,650 CHF | 159,761 CHF | 99.83% | 99.83% |
02/05/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 250,000 | 250,000 | 111,760 | 111,760 | 154,439 CHF | 155,559 CHF | 99.45% | 99.45% |
30/04/2024 | 0.78% | 1.35 CHF | 1.36 CHF | 250,000 | 250,000 | 112,048 | 112,048 | 148,011 CHF | 149,134 CHF | 99.85% | 99.85% |
29/04/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 250,000 | 250,000 | 102,232 | 102,232 | 139,720 CHF | 140,744 CHF | 99.51% | 99.51% |
26/04/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 250,000 | 250,000 | 111,084 | 111,084 | 157,484 CHF | 158,597 CHF | 98.47% | 98.47% |
25/04/2024 | 0.80% | 1.31 CHF | 1.32 CHF | 250,000 | 250,000 | 82,052 | 82,052 | 105,653 CHF | 106,474 CHF | 97.13% | 97.13% |
24/04/2024 | 0.51% | 1.87 CHF | 1.88 CHF | 220,000 | 220,000 | 93,025 | 93,025 | 183,613 CHF | 184,545 CHF | 99.62% | 99.62% |