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 | 1.79% | 0.55 CHF | 0.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 110,975 CHF | 112,975 CHF | 100.00% | 100.00% |
07/05/2024 | 2.12% | 0.51 CHF | 0.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 93,562 CHF | 95,562 CHF | 98.92% | 98.92% |
06/05/2024 | 2.36% | 0.39 CHF | 0.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 84,008 CHF | 86,008 CHF | 100.00% | 100.00% |
03/05/2024 | 2.33% | 0.39 CHF | 0.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 84,833 CHF | 86,833 CHF | 98.64% | 98.64% |
02/05/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 91,443 CHF | 93,443 CHF | 99.12% | 99.12% |
30/04/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 91,558 CHF | 93,558 CHF | 100.00% | 100.00% |
29/04/2024 | 2.10% | 0.45 CHF | 0.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 94,413 CHF | 96,413 CHF | 100.00% | 100.00% |
26/04/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 97,624 CHF | 99,624 CHF | 99.26% | 99.26% |
25/04/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 108,529 CHF | 110,529 CHF | 98.87% | 98.87% |
24/04/2024 | 1.94% | 0.47 CHF | 0.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 102,189 CHF | 104,189 CHF | 99.71% | 99.71% |