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 | 2.41% | 0.41 CHF | 0.42 CHF | 580,000 | 580,000 | 580,000 | 580,000 | 237,489 CHF | 243,289 CHF | 99.29% | 99.29% |
07/05/2024 | 2.32% | 0.44 CHF | 0.45 CHF | 580,000 | 580,000 | 579,706 | 579,706 | 246,920 CHF | 252,720 CHF | 99.92% | 99.92% |
06/05/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 580,000 | 580,000 | 580,000 | 580,000 | 249,863 CHF | 255,663 CHF | 100.00% | 100.00% |
03/05/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 250,426 CHF | 256,426 CHF | 99.41% | 99.41% |
02/05/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 228,810 CHF | 234,810 CHF | 99.99% | 99.99% |
30/04/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 235,561 CHF | 241,561 CHF | 99.16% | 99.16% |
29/04/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 620,000 | 620,000 | 620,000 | 620,000 | 244,684 CHF | 250,884 CHF | 99.81% | 99.81% |
26/04/2024 | 2.45% | 0.37 CHF | 0.38 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 242,600 CHF | 248,600 CHF | 99.33% | 99.33% |
25/04/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 610,000 | 610,000 | 610,000 | 610,000 | 243,493 CHF | 249,593 CHF | 99.25% | 99.25% |
24/04/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 600,000 | 600,000 | 599,994 | 599,994 | 227,783 CHF | 233,783 CHF | 99.60% | 99.60% |