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 | 2.84% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 260,276 CHF | 89,259 CHF | 98.15% | 98.15% |
07/05/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 635,410 | 211,803 | 233,470 CHF | 79,942 CHF | 98.87% | 98.87% |
06/05/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 701,476 | 233,825 | 246,818 CHF | 84,611 CHF | 99.10% | 99.10% |
03/05/2024 | 3.06% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 746,744 | 248,915 | 240,733 CHF | 82,733 CHF | 98.61% | 98.61% |
02/05/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 237,835 CHF | 81,779 CHF | 99.08% | 99.08% |
30/04/2024 | 2.92% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 696,555 | 232,185 | 234,423 CHF | 80,463 CHF | 99.05% | 99.05% |
29/04/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 273,235 CHF | 93,078 CHF | 98.64% | 98.64% |
26/04/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 265,588 CHF | 90,529 CHF | 98.29% | 98.29% |
25/04/2024 | 2.40% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 247,599 CHF | 84,533 CHF | 98.88% | 98.88% |
24/04/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 262,619 CHF | 89,540 CHF | 98.73% | 98.73% |