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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 849,250 CHF | 851,250 CHF | 99.80% | 99.80% |
08/05/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 742,152 CHF | 744,152 CHF | 100.00% | 100.00% |
07/05/2024 | 0.30% | 3.62 CHF | 3.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 670,028 CHF | 672,028 CHF | 100.00% | 100.00% |
06/05/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 598,639 CHF | 600,639 CHF | 100.00% | 100.00% |
03/05/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 543,578 CHF | 545,578 CHF | 94.36% | 94.36% |
02/05/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 526,770 CHF | 528,770 CHF | 100.00% | 100.00% |
30/04/2024 | 0.35% | 2.64 CHF | 2.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 573,693 CHF | 575,693 CHF | 100.00% | 100.00% |
29/04/2024 | 0.32% | 3.05 CHF | 3.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 619,248 CHF | 621,248 CHF | 100.00% | 100.00% |
26/04/2024 | 0.34% | 3.11 CHF | 3.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 588,430 CHF | 590,430 CHF | 98.85% | 98.85% |
25/04/2024 | 0.37% | 2.65 CHF | 2.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 543,376 CHF | 545,376 CHF | 100.00% | 100.00% |