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 | 1.87% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 238,411 CHF | 80,970 CHF | 93.88% | 93.88% |
07/05/2024 | 2.02% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 220,443 CHF | 74,981 CHF | 92.90% | 92.90% |
06/05/2024 | 2.21% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 201,977 CHF | 68,826 CHF | 97.17% | 97.17% |
03/05/2024 | 2.34% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 472,262 | 157,421 | 198,744 CHF | 67,822 CHF | 98.03% | 98.03% |
02/05/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 202,275 CHF | 68,925 CHF | 96.07% | 96.07% |
30/04/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 201,461 CHF | 68,654 CHF | 93.57% | 93.57% |
29/04/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 200,700 CHF | 68,400 CHF | 88.56% | 88.56% |
26/04/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 557,496 | 185,832 | 232,058 CHF | 79,211 CHF | 95.00% | 95.00% |
25/04/2024 | 2.40% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 598,481 | 199,494 | 246,433 CHF | 84,139 CHF | 95.55% | 95.55% |
24/04/2024 | 2.12% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,085 | 150,028 | 209,818 CHF | 71,440 CHF | 94.48% | 94.48% |