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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 164,121 CHF | 56,207 CHF | 95.19% | 95.19% |
06/05/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 170,400 CHF | 58,300 CHF | 92.77% | 92.77% |
03/05/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 169,494 CHF | 57,998 CHF | 94.87% | 94.87% |
02/05/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 172,115 CHF | 58,872 CHF | 95.43% | 95.43% |
30/04/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 161,805 CHF | 55,435 CHF | 94.75% | 94.75% |
29/04/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 183,329 CHF | 62,610 CHF | 91.73% | 91.73% |
26/04/2024 | 2.48% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 179,039 CHF | 61,180 CHF | 94.42% | 94.42% |
25/04/2024 | 2.49% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 178,549 CHF | 61,016 CHF | 95.24% | 95.24% |
24/04/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 184,654 CHF | 63,051 CHF | 96.81% | 96.81% |
23/04/2024 | 2.51% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 177,068 CHF | 60,523 CHF | 89.40% | 89.40% |