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 | 141,886 CHF | 48,295 CHF | 93.93% | 93.93% |
07/05/2024 | 2.35% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 126,414 CHF | 43,138 CHF | 92.99% | 92.99% |
06/05/2024 | 2.76% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 107,715 CHF | 36,905 CHF | 97.03% | 97.03% |
03/05/2024 | 3.17% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 93,806 CHF | 32,269 CHF | 97.75% | 97.75% |
02/05/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 104,751 CHF | 35,917 CHF | 95.86% | 95.86% |
30/04/2024 | 2.88% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 331,762 | 110,587 | 113,364 CHF | 38,894 CHF | 93.44% | 93.44% |
29/04/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 152,534 CHF | 52,345 CHF | 88.66% | 88.66% |
26/04/2024 | 3.36% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 131,728 CHF | 45,410 CHF | 95.00% | 95.00% |
25/04/2024 | 3.42% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 129,950 CHF | 44,817 CHF | 95.64% | 95.64% |
24/04/2024 | 2.70% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 164,911 CHF | 56,470 CHF | 94.42% | 94.42% |