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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 1.64% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 271,792 CHF | 92,097 CHF | 99.17% | 99.17% |
08/05/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 274,384 CHF | 92,961 CHF | 99.17% | 99.17% |
07/05/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 273,045 CHF | 92,515 CHF | 97.93% | 97.93% |
06/05/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 258,247 CHF | 87,582 CHF | 99.17% | 99.17% |
03/05/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 258,068 CHF | 87,523 CHF | 99.17% | 99.17% |
02/05/2024 | 1.72% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 259,274 CHF | 87,925 CHF | 99.15% | 99.15% |
30/04/2024 | 1.76% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 253,063 CHF | 85,855 CHF | 99.17% | 99.17% |
29/04/2024 | 1.70% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,428 CHF | 88,976 CHF | 99.17% | 99.17% |
26/04/2024 | 1.74% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 256,398 CHF | 86,966 CHF | 99.17% | 99.17% |
25/04/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 254,418 CHF | 86,306 CHF | 97.47% | 97.47% |