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 | 1.93% | 0.51 CHF | 0.52 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 261,972 CHF | 267,072 CHF | 99.29% | 99.29% |
07/05/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 510,000 | 510,000 | 509,631 | 509,631 | 271,413 CHF | 276,513 CHF | 99.92% | 99.92% |
06/05/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 273,540 CHF | 278,640 CHF | 100.00% | 100.00% |
03/05/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 270,273 CHF | 275,473 CHF | 99.41% | 99.41% |
02/05/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 247,975 CHF | 253,175 CHF | 100.00% | 100.00% |
30/04/2024 | 2.02% | 0.47 CHF | 0.48 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 254,811 CHF | 260,011 CHF | 99.16% | 99.16% |
29/04/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 254,177 CHF | 259,377 CHF | 99.81% | 99.81% |
26/04/2024 | 1.98% | 0.46 CHF | 0.47 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 259,999 CHF | 265,199 CHF | 99.35% | 99.35% |
25/04/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 256,598 CHF | 261,798 CHF | 99.24% | 99.24% |
24/04/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 530,000 | 530,000 | 529,999 | 529,999 | 249,667 CHF | 254,967 CHF | 99.60% | 99.60% |