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 | 2.09% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 141,839 CHF | 48,280 CHF | 93.97% | 93.97% |
07/05/2024 | 2.34% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 316,762 | 105,587 | 133,422 CHF | 45,530 CHF | 93.04% | 93.04% |
06/05/2024 | 2.72% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 163,515 CHF | 56,005 CHF | 97.03% | 97.03% |
03/05/2024 | 2.96% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 150,182 CHF | 51,561 CHF | 98.04% | 98.04% |
02/05/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 164,378 CHF | 56,293 CHF | 96.09% | 96.09% |
30/04/2024 | 2.71% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 164,013 CHF | 56,171 CHF | 93.55% | 93.55% |
29/04/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 162,875 CHF | 55,792 CHF | 88.77% | 88.77% |
26/04/2024 | 2.98% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 149,045 CHF | 51,182 CHF | 95.03% | 95.03% |
25/04/2024 | 3.03% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 451,594 | 150,531 | 147,102 CHF | 50,539 CHF | 95.62% | 95.62% |
24/04/2024 | 2.53% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 175,758 CHF | 60,086 CHF | 94.52% | 94.52% |