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 | 1.16% | 0.86 CHF | 0.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 171,473 CHF | 173,473 CHF | 100.00% | 100.00% |
07/05/2024 | 1.29% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 154,012 CHF | 156,012 CHF | 98.92% | 98.92% |
06/05/2024 | 1.38% | 0.69 CHF | 0.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 144,476 CHF | 146,476 CHF | 100.00% | 100.00% |
03/05/2024 | 1.37% | 0.69 CHF | 0.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 145,150 CHF | 147,150 CHF | 98.64% | 98.64% |
02/05/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 151,924 CHF | 153,924 CHF | 99.11% | 99.11% |
30/04/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 152,135 CHF | 154,135 CHF | 100.00% | 100.00% |
29/04/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 154,643 CHF | 156,643 CHF | 100.00% | 100.00% |
26/04/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 158,063 CHF | 160,063 CHF | 98.93% | 98.93% |
25/04/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 168,865 CHF | 170,865 CHF | 98.88% | 98.88% |
24/04/2024 | 1.22% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 162,580 CHF | 164,580 CHF | 100.00% | 100.00% |