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 | 3.17% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 186,203 CHF | 64,068 CHF | 95.20% | 95.20% |
06/05/2024 | 3.06% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 193,283 CHF | 66,428 CHF | 92.65% | 92.65% |
03/05/2024 | 3.08% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 192,116 CHF | 66,039 CHF | 94.92% | 94.92% |
02/05/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 196,036 CHF | 67,345 CHF | 95.42% | 95.42% |
30/04/2024 | 3.20% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 184,410 CHF | 63,470 CHF | 94.78% | 94.78% |
29/04/2024 | 2.84% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 208,300 CHF | 71,433 CHF | 91.66% | 91.66% |
26/04/2024 | 2.90% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 203,870 CHF | 69,957 CHF | 94.48% | 94.48% |
25/04/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 202,982 CHF | 69,661 CHF | 95.20% | 95.20% |
24/04/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 208,898 CHF | 71,633 CHF | 96.77% | 96.77% |
23/04/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 202,343 CHF | 69,448 CHF | 89.35% | 89.35% |