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 | 2.13% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 209,184 CHF | 71,228 CHF | 95.21% | 95.21% |
06/05/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 215,186 CHF | 73,229 CHF | 92.74% | 92.74% |
03/05/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 214,169 CHF | 72,890 CHF | 94.89% | 94.89% |
02/05/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 216,844 CHF | 73,782 CHF | 95.41% | 95.41% |
30/04/2024 | 2.16% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 206,536 CHF | 70,345 CHF | 94.75% | 94.75% |
29/04/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 227,412 CHF | 77,304 CHF | 91.71% | 91.71% |
26/04/2024 | 2.00% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 223,084 CHF | 75,861 CHF | 94.37% | 94.37% |
25/04/2024 | 2.01% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 222,285 CHF | 75,595 CHF | 95.25% | 95.25% |
24/04/2024 | 1.96% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 227,569 CHF | 77,357 CHF | 96.86% | 96.86% |
23/04/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 220,783 CHF | 75,094 CHF | 89.41% | 89.41% |