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 | 4.34% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 531,472 | 177,157 | 119,374 CHF | 41,563 CHF | 98.92% | 98.92% |
07/05/2024 | 3.94% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 528,390 | 176,130 | 130,999 CHF | 45,428 CHF | 98.86% | 98.86% |
06/05/2024 | 4.27% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 138,089 CHF | 48,030 CHF | 99.07% | 99.07% |
03/05/2024 | 4.90% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 642,261 | 214,087 | 127,732 CHF | 44,718 CHF | 98.63% | 98.63% |
02/05/2024 | 4.91% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 734,438 | 244,813 | 145,951 CHF | 51,098 CHF | 99.06% | 99.06% |
30/04/2024 | 4.45% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 662,091 | 220,697 | 145,471 CHF | 50,697 CHF | 98.41% | 98.41% |
29/04/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 207,195 CHF | 71,065 CHF | 98.61% | 98.61% |
26/04/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 195,074 CHF | 67,025 CHF | 98.32% | 98.32% |
25/04/2024 | 3.37% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 175,423 CHF | 60,474 CHF | 99.01% | 99.01% |
24/04/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 191,185 CHF | 65,728 CHF | 98.65% | 98.65% |