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 | 0.75% | 2.05 CHF | 2.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,477 CHF | 107,273 CHF | 98.92% | 98.92% |
06/05/2024 | 0.77% | 2.15 CHF | 2.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,408 CHF | 110,256 CHF | 100.00% | 100.00% |
03/05/2024 | 0.72% | 2.25 CHF | 2.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,704 CHF | 114,521 CHF | 98.43% | 98.43% |
02/05/2024 | 0.76% | 2.24 CHF | 2.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,517 CHF | 114,381 CHF | 98.79% | 98.79% |
30/04/2024 | 0.76% | 2.26 CHF | 2.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,734 CHF | 110,567 CHF | 99.89% | 99.89% |
29/04/2024 | 0.78% | 2.18 CHF | 2.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,245 CHF | 111,112 CHF | 99.90% | 99.90% |
26/04/2024 | 0.76% | 2.25 CHF | 2.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,194 CHF | 116,074 CHF | 99.30% | 99.30% |
25/04/2024 | 0.72% | 2.39 CHF | 2.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,011 CHF | 119,876 CHF | 99.11% | 99.11% |
24/04/2024 | 0.78% | 2.36 CHF | 2.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,902 CHF | 115,799 CHF | 100.00% | 100.00% |
23/04/2024 | 0.77% | 2.40 CHF | 2.42 CHF | 30,000 | 25,000 | 29,936 | 25,000 | 72,735 CHF | 61,213 CHF | 99.79% | 99.79% |