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 | 0.61% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 49,742 | 49,742 | 84,517 CHF | 85,016 CHF | 99.09% | 99.09% |
07/05/2024 | 0.64% | 1.68 CHF | 1.69 CHF | 60,000 | 60,000 | 59,312 | 59,312 | 95,198 CHF | 95,793 CHF | 99.94% | 99.94% |
06/05/2024 | 0.68% | 1.54 CHF | 1.55 CHF | 70,000 | 70,000 | 69,296 | 69,296 | 103,015 CHF | 103,709 CHF | 100.00% | 100.00% |
03/05/2024 | 0.72% | 1.32 CHF | 1.33 CHF | 60,000 | 60,000 | 59,291 | 59,291 | 83,714 CHF | 84,308 CHF | 99.99% | 99.99% |
02/05/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 60,000 | 60,000 | 59,396 | 59,396 | 89,075 CHF | 89,670 CHF | 100.00% | 100.00% |
30/04/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 60,000 | 60,000 | 59,397 | 59,397 | 88,871 CHF | 89,465 CHF | 100.00% | 100.00% |
29/04/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 60,000 | 60,000 | 59,389 | 59,389 | 88,578 CHF | 89,172 CHF | 100.00% | 100.00% |
26/04/2024 | 0.72% | 1.45 CHF | 1.46 CHF | 70,000 | 70,000 | 69,293 | 69,293 | 97,618 CHF | 98,312 CHF | 99.58% | 99.58% |
25/04/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 60,000 | 60,000 | 59,502 | 59,502 | 82,680 CHF | 83,276 CHF | 99.96% | 99.96% |
24/04/2024 | 0.66% | 1.47 CHF | 1.48 CHF | 60,000 | 60,000 | 59,382 | 59,382 | 92,327 CHF | 92,922 CHF | 99.87% | 99.87% |