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 | 0.63% | 1.57 CHF | 1.58 CHF | 300,000 | 100,000 | 282,703 | 94,234 | 444,975 CHF | 149,267 CHF | 99.39% | 99.39% |
07/05/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 225,000 | 75,000 | 289,988 | 96,663 | 458,140 CHF | 153,680 CHF | 99.51% | 99.51% |
06/05/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 453,411 CHF | 152,137 CHF | 99.44% | 99.44% |
03/05/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 446,288 CHF | 149,763 CHF | 99.45% | 99.45% |
02/05/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 417,123 CHF | 140,041 CHF | 99.43% | 99.43% |
30/04/2024 | 0.70% | 1.36 CHF | 1.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 428,905 CHF | 143,968 CHF | 99.20% | 99.20% |
29/04/2024 | 0.71% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 423,461 CHF | 142,154 CHF | 99.32% | 99.32% |
26/04/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 397,187 CHF | 133,396 CHF | 99.34% | 99.34% |
25/04/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 336,104 CHF | 113,035 CHF | 99.46% | 99.46% |
24/04/2024 | 0.73% | 1.28 CHF | 1.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 408,671 CHF | 137,224 CHF | 99.45% | 99.45% |