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 | 0.74% | 1.34 CHF | 1.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 269,140 CHF | 271,140 CHF | 100.00% | 100.00% |
07/05/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 251,686 CHF | 253,686 CHF | 98.92% | 98.92% |
06/05/2024 | 0.82% | 1.18 CHF | 1.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 242,151 CHF | 244,151 CHF | 100.00% | 100.00% |
03/05/2024 | 0.82% | 1.18 CHF | 1.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 242,833 CHF | 244,833 CHF | 98.64% | 98.64% |
02/05/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 249,524 CHF | 251,524 CHF | 99.13% | 99.13% |
30/04/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 249,558 CHF | 251,558 CHF | 100.00% | 100.00% |
29/04/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 252,356 CHF | 254,356 CHF | 100.00% | 100.00% |
26/04/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 255,530 CHF | 257,530 CHF | 99.08% | 99.08% |
25/04/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 266,409 CHF | 268,409 CHF | 98.88% | 98.88% |
24/04/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 260,033 CHF | 262,033 CHF | 100.00% | 100.00% |