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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.48% | 2.00 CHF | 2.01 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 465,240 CHF | 155,830 CHF | 99.21% | 99.21% |
08/05/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 225,000 | 75,000 | 257,018 | 85,673 | 520,164 CHF | 174,245 CHF | 99.40% | 99.40% |
07/05/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 225,000 | 75,000 | 238,972 | 79,657 | 485,408 CHF | 162,599 CHF | 99.54% | 99.54% |
06/05/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 588,513 CHF | 197,171 CHF | 99.35% | 99.35% |
03/05/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 580,923 CHF | 194,641 CHF | 99.25% | 99.25% |
02/05/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 551,766 CHF | 184,922 CHF | 99.25% | 99.25% |
30/04/2024 | 0.53% | 1.80 CHF | 1.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 563,541 CHF | 188,847 CHF | 99.20% | 99.20% |
29/04/2024 | 0.54% | 1.80 CHF | 1.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 558,412 CHF | 187,137 CHF | 99.23% | 99.23% |
26/04/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 529,440 CHF | 177,480 CHF | 99.38% | 99.38% |
25/04/2024 | 0.64% | 1.54 CHF | 1.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 467,821 CHF | 156,940 CHF | 79.15% | 99.33% |