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 | 2.52% | 0.40 CHF | 0.41 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 204,076 CHF | 209,276 CHF | 99.29% | 99.29% |
07/05/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 520,000 | 520,000 | 519,626 | 519,626 | 193,614 CHF | 198,814 CHF | 99.92% | 99.92% |
06/05/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 530,000 | 530,000 | 530,000 | 530,000 | 194,055 CHF | 199,355 CHF | 100.00% | 100.00% |
03/05/2024 | 2.57% | 0.37 CHF | 0.38 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 200,263 CHF | 205,463 CHF | 99.37% | 99.37% |
02/05/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 225,906 CHF | 231,106 CHF | 100.00% | 100.00% |
30/04/2024 | 2.34% | 0.45 CHF | 0.46 CHF | 530,000 | 530,000 | 530,000 | 530,000 | 223,953 CHF | 229,253 CHF | 99.16% | 99.16% |
29/04/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 220,241 CHF | 225,441 CHF | 99.81% | 99.81% |
26/04/2024 | 2.39% | 0.46 CHF | 0.47 CHF | 530,000 | 530,000 | 530,000 | 530,000 | 219,550 CHF | 224,850 CHF | 99.33% | 99.33% |
25/04/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 530,000 | 530,000 | 530,000 | 530,000 | 223,102 CHF | 228,402 CHF | 99.24% | 99.24% |
24/04/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 530,000 | 530,000 | 529,995 | 529,995 | 234,749 CHF | 240,049 CHF | 99.60% | 99.60% |