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% | 1.72 CHF | 1.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 517,973 CHF | 173,658 CHF | 99.40% | 99.40% |
07/05/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 519,408 CHF | 174,136 CHF | 99.55% | 99.55% |
06/05/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 498,210 CHF | 167,070 CHF | 99.42% | 99.42% |
03/05/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 491,584 CHF | 164,861 CHF | 99.26% | 99.26% |
02/05/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 464,267 CHF | 155,756 CHF | 99.31% | 99.31% |
30/04/2024 | 0.63% | 1.52 CHF | 1.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 476,601 CHF | 159,867 CHF | 99.13% | 99.13% |
29/04/2024 | 0.63% | 1.51 CHF | 1.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 471,522 CHF | 158,174 CHF | 99.33% | 99.33% |
26/04/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 445,657 CHF | 149,552 CHF | 99.34% | 99.34% |
25/04/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 386,009 CHF | 129,670 CHF | 99.21% | 99.21% |
24/04/2024 | 0.65% | 1.44 CHF | 1.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 456,695 CHF | 153,232 CHF | 99.49% | 99.49% |