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 | 2.16% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 206,269 CHF | 70,257 CHF | 99.17% | 99.17% |
08/05/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 209,416 CHF | 71,305 CHF | 99.17% | 99.17% |
07/05/2024 | 2.14% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 208,100 CHF | 70,867 CHF | 97.93% | 97.93% |
06/05/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 194,125 CHF | 66,208 CHF | 99.17% | 99.17% |
03/05/2024 | 2.29% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 194,143 CHF | 66,214 CHF | 99.16% | 99.16% |
02/05/2024 | 2.28% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 195,189 CHF | 66,563 CHF | 99.15% | 99.15% |
30/04/2024 | 2.34% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 189,893 CHF | 64,798 CHF | 99.17% | 99.17% |
29/04/2024 | 2.24% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 198,617 CHF | 67,706 CHF | 99.17% | 99.17% |
26/04/2024 | 2.32% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 191,953 CHF | 65,484 CHF | 99.17% | 99.17% |
25/04/2024 | 2.32% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 191,838 CHF | 65,446 CHF | 97.47% | 97.47% |