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 | 1.22% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 243,695 CHF | 82,232 CHF | 92.78% | 92.78% |
06/05/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 329,345 | 109,782 | 247,013 CHF | 83,436 CHF | 96.99% | 96.99% |
03/05/2024 | 1.39% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 321,594 CHF | 108,698 CHF | 98.04% | 98.04% |
02/05/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 337,735 CHF | 114,078 CHF | 96.03% | 96.03% |
30/04/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 336,591 CHF | 113,697 CHF | 93.42% | 93.42% |
29/04/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 334,515 CHF | 113,005 CHF | 88.89% | 88.89% |
26/04/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 315,286 CHF | 106,595 CHF | 95.01% | 95.01% |
25/04/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 313,073 CHF | 105,858 CHF | 95.59% | 95.59% |
24/04/2024 | 1.29% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 346,261 CHF | 116,920 CHF | 94.50% | 94.50% |
23/04/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 352,105 CHF | 118,868 CHF | 97.00% | 97.00% |