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 | 1.34% | 0.74 CHF | 0.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 148,081 CHF | 150,081 CHF | 100.00% | 100.00% |
07/05/2024 | 1.52% | 0.69 CHF | 0.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 130,702 CHF | 132,702 CHF | 98.92% | 98.92% |
06/05/2024 | 1.64% | 0.58 CHF | 0.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 120,912 CHF | 122,912 CHF | 100.00% | 100.00% |
03/05/2024 | 1.63% | 0.57 CHF | 0.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 121,848 CHF | 123,848 CHF | 95.83% | 95.83% |
02/05/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 128,541 CHF | 130,541 CHF | 99.05% | 99.05% |
30/04/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 128,783 CHF | 130,783 CHF | 100.00% | 100.00% |
29/04/2024 | 1.51% | 0.64 CHF | 0.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 131,494 CHF | 133,494 CHF | 100.00% | 100.00% |
26/04/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 134,661 CHF | 136,661 CHF | 99.27% | 99.27% |
25/04/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 145,578 CHF | 147,578 CHF | 98.89% | 98.89% |
24/04/2024 | 1.43% | 0.66 CHF | 0.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 139,359 CHF | 141,359 CHF | 99.85% | 99.85% |