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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 1.88% | 0.57 CHF | 0.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 105,871 CHF | 107,871 CHF | 98.92% | 98.92% |
06/05/2024 | 2.06% | 0.45 CHF | 0.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 96,413 CHF | 98,413 CHF | 100.00% | 100.00% |
03/05/2024 | 2.04% | 0.45 CHF | 0.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 97,220 CHF | 99,220 CHF | 95.40% | 95.40% |
02/05/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 103,848 CHF | 105,848 CHF | 99.12% | 99.12% |
30/04/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 104,073 CHF | 106,073 CHF | 100.00% | 100.00% |
29/04/2024 | 1.86% | 0.51 CHF | 0.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 106,597 CHF | 108,597 CHF | 100.00% | 100.00% |
26/04/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 109,994 CHF | 111,994 CHF | 99.26% | 99.26% |
25/04/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 120,865 CHF | 122,865 CHF | 98.88% | 98.88% |
24/04/2024 | 1.73% | 0.54 CHF | 0.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 114,516 CHF | 116,516 CHF | 100.00% | 100.00% |
23/04/2024 | 2.05% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 165,066 | 165,066 | 100,870 CHF | 102,819 CHF | 87.60% | 87.60% |