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 | 2.14% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 124,961 | 124,961 | 57,760 CHF | 59,009 CHF | 99.38% | 99.38% |
08/05/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,673 CHF | 60,673 CHF | 99.39% | 99.39% |
07/05/2024 | 1.86% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 101,060 | 101,060 | 53,755 CHF | 54,765 CHF | 99.24% | 99.24% |
06/05/2024 | 2.19% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 126,877 | 126,877 | 57,377 CHF | 58,646 CHF | 99.21% | 99.21% |
03/05/2024 | 2.51% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 136,555 | 136,555 | 53,673 CHF | 55,039 CHF | 99.38% | 99.38% |
02/05/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,064 CHF | 56,314 CHF | 99.38% | 99.38% |
30/04/2024 | 2.28% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,268 CHF | 55,518 CHF | 99.44% | 99.44% |
29/04/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,307 CHF | 55,557 CHF | 99.29% | 99.29% |
26/04/2024 | 2.61% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 146,051 | 146,051 | 55,125 CHF | 56,586 CHF | 97.25% | 97.25% |
25/04/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 151,737 | 151,737 | 54,691 CHF | 56,209 CHF | 83.97% | 83.97% |