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 | 1.79% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 249,523 CHF | 84,674 CHF | 95.18% | 95.18% |
06/05/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 256,264 CHF | 86,921 CHF | 92.72% | 92.72% |
03/05/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 254,653 CHF | 86,384 CHF | 94.95% | 94.95% |
02/05/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 257,543 CHF | 87,348 CHF | 95.46% | 95.46% |
30/04/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 245,472 CHF | 83,324 CHF | 94.73% | 94.73% |
29/04/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 269,703 CHF | 91,401 CHF | 91.64% | 91.64% |
26/04/2024 | 1.69% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 264,234 CHF | 89,578 CHF | 94.43% | 94.43% |
25/04/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 263,220 CHF | 89,240 CHF | 95.19% | 95.19% |
24/04/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 270,040 CHF | 91,513 CHF | 96.81% | 96.81% |
23/04/2024 | 1.71% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 261,106 CHF | 88,536 CHF | 89.33% | 89.33% |