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 | 1.49% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 200,483 CHF | 67,828 CHF | 94.00% | 94.00% |
07/05/2024 | 1.61% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 185,034 CHF | 62,678 CHF | 92.75% | 92.75% |
06/05/2024 | 1.79% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 166,249 CHF | 56,416 CHF | 97.03% | 97.03% |
03/05/2024 | 1.96% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 151,799 CHF | 51,600 CHF | 97.77% | 97.77% |
02/05/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 162,644 CHF | 55,215 CHF | 95.86% | 95.86% |
30/04/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 160,621 CHF | 54,540 CHF | 93.47% | 93.47% |
29/04/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 158,778 CHF | 53,926 CHF | 88.64% | 88.64% |
26/04/2024 | 2.05% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 144,809 CHF | 49,270 CHF | 94.97% | 94.97% |
25/04/2024 | 2.11% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 363,216 | 121,072 | 169,271 CHF | 57,635 CHF | 95.57% | 95.57% |
24/04/2024 | 1.79% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 166,136 CHF | 56,379 CHF | 94.37% | 94.37% |