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 | 2.11% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 211,178 CHF | 71,893 CHF | 98.89% | 98.89% |
07/05/2024 | 1.99% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 224,045 CHF | 76,182 CHF | 98.88% | 98.88% |
06/05/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 511,085 | 170,362 | 241,520 CHF | 82,211 CHF | 98.02% | 98.02% |
03/05/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 257,991 CHF | 87,997 CHF | 98.59% | 98.59% |
02/05/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 253,774 CHF | 86,591 CHF | 99.07% | 99.07% |
30/04/2024 | 2.22% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 268,393 CHF | 91,464 CHF | 98.23% | 98.23% |
29/04/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 263,454 CHF | 89,318 CHF | 98.59% | 98.59% |
26/04/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 572,487 | 190,829 | 325,289 CHF | 110,338 CHF | 98.30% | 98.30% |
25/04/2024 | 1.86% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 320,297 CHF | 108,766 CHF | 98.88% | 98.88% |
24/04/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 336,483 CHF | 114,161 CHF | 98.76% | 98.76% |