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 | 1.99% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 99,371 CHF | 101,371 CHF | 100.00% | 100.00% |
07/05/2024 | 1.70% | 0.55 CHF | 0.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 116,572 CHF | 118,572 CHF | 98.09% | 98.09% |
06/05/2024 | 1.57% | 0.66 CHF | 0.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 126,618 CHF | 128,618 CHF | 100.00% | 100.00% |
03/05/2024 | 1.57% | 0.67 CHF | 0.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 126,649 CHF | 128,649 CHF | 98.63% | 98.63% |
02/05/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 120,076 CHF | 122,076 CHF | 99.12% | 99.12% |
30/04/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 120,375 CHF | 122,375 CHF | 100.00% | 100.00% |
29/04/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 117,891 CHF | 119,891 CHF | 100.00% | 100.00% |
26/04/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 114,421 CHF | 116,421 CHF | 99.26% | 99.26% |
25/04/2024 | 1.94% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 102,230 CHF | 104,230 CHF | 98.90% | 98.90% |
24/04/2024 | 1.80% | 0.59 CHF | 0.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 110,558 CHF | 112,558 CHF | 99.72% | 99.72% |