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 | 0.45% | 2.27 CHF | 2.28 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 288,021 CHF | 289,321 CHF | 99.29% | 99.29% |
07/05/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 290,960 CHF | 292,260 CHF | 100.00% | 100.00% |
06/05/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 284,359 CHF | 285,659 CHF | 100.00% | 100.00% |
03/05/2024 | 0.51% | 1.89 CHF | 1.90 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 253,095 CHF | 254,395 CHF | 98.72% | 98.72% |
02/05/2024 | 0.52% | 2.00 CHF | 2.01 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 247,593 CHF | 248,893 CHF | 100.00% | 100.00% |
30/04/2024 | 0.50% | 1.95 CHF | 1.96 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 260,265 CHF | 261,565 CHF | 99.98% | 99.98% |
29/04/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 130,000 | 130,000 | 129,971 | 129,971 | 296,463 CHF | 297,763 CHF | 100.00% | 100.00% |
26/04/2024 | 0.41% | 2.28 CHF | 2.29 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 312,968 CHF | 314,268 CHF | 99.53% | 99.53% |
25/04/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 301,635 CHF | 302,935 CHF | 99.87% | 99.87% |
24/04/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 130,000 | 130,000 | 129,966 | 129,966 | 295,303 CHF | 296,603 CHF | 100.00% | 100.00% |