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 | 0.76% | 1.85 CHF | 1.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 137,648 CHF | 138,696 CHF | 98.92% | 98.92% |
06/05/2024 | 0.73% | 1.78 CHF | 1.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 131,778 CHF | 132,750 CHF | 100.00% | 100.00% |
03/05/2024 | 0.61% | 1.73 CHF | 1.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 173,481 CHF | 174,550 CHF | 93.54% | 93.54% |
02/05/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 162,516 CHF | 163,516 CHF | 99.13% | 99.13% |
30/04/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 151,172 CHF | 152,172 CHF | 99.58% | 99.58% |
29/04/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 147,793 CHF | 148,793 CHF | 100.00% | 100.00% |
26/04/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 142,655 CHF | 143,655 CHF | 99.60% | 99.60% |
25/04/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 137,238 CHF | 138,238 CHF | 99.42% | 99.42% |
24/04/2024 | 0.70% | 1.37 CHF | 1.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 142,592 CHF | 143,592 CHF | 100.00% | 100.00% |
23/04/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 143,580 CHF | 144,580 CHF | 99.98% | 99.98% |