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 | 3.90% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 206,928 | 206,928 | 52,026 CHF | 54,096 CHF | 99.22% | 99.22% |
06/05/2024 | 3.67% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,609 CHF | 55,609 CHF | 99.22% | 99.22% |
03/05/2024 | 3.69% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,212 CHF | 55,212 CHF | 99.38% | 99.38% |
02/05/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,202 CHF | 56,202 CHF | 99.38% | 99.38% |
30/04/2024 | 3.97% | 0.23 CHF | 0.24 CHF | 200,000 | 200,000 | 210,975 | 210,975 | 52,051 CHF | 54,161 CHF | 99.44% | 99.44% |
29/04/2024 | 3.29% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,367 CHF | 54,117 CHF | 99.28% | 99.28% |
26/04/2024 | 3.42% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 185,515 | 185,515 | 53,294 CHF | 55,149 CHF | 97.21% | 97.21% |
25/04/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 187,016 | 187,016 | 53,155 CHF | 55,025 CHF | 83.98% | 83.98% |
24/04/2024 | 3.25% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,995 CHF | 54,745 CHF | 99.38% | 99.38% |
23/04/2024 | 3.45% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 188,076 | 188,076 | 53,479 CHF | 55,360 CHF | 99.38% | 99.38% |