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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 2.66% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 107,516 | 75,000 | 52,318 CHF | 37,513 CHF | 98.92% | 98.92% |
06/05/2024 | 2.33% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 92,525 | 75,000 | 52,303 CHF | 43,434 CHF | 100.00% | 100.00% |
03/05/2024 | 1.82% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,752 CHF | 59,833 CHF | 93.60% | 93.60% |
02/05/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,642 CHF | 70,642 CHF | 99.13% | 99.13% |
30/04/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,233 CHF | 82,233 CHF | 100.00% | 100.00% |
29/04/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,532 CHF | 85,532 CHF | 100.00% | 100.00% |
26/04/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,832 CHF | 90,832 CHF | 99.60% | 99.60% |
25/04/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,271 CHF | 96,271 CHF | 98.99% | 98.99% |
24/04/2024 | 1.10% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,202 CHF | 91,202 CHF | 100.00% | 100.00% |
23/04/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,095 CHF | 90,095 CHF | 100.00% | 100.00% |