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 | 0.54% | 1.82 CHF | 1.83 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 55,628 CHF | 55,928 CHF | 100.00% | 100.00% |
07/05/2024 | 0.59% | 1.81 CHF | 1.82 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 58,894 CHF | 59,244 CHF | 100.00% | 100.00% |
06/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 57,224 CHF | 57,574 CHF | 100.00% | 100.00% |
03/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 56,973 CHF | 57,323 CHF | 100.00% | 100.00% |
02/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 54,844 CHF | 55,194 CHF | 100.00% | 100.00% |
30/04/2024 | 0.64% | 1.52 CHF | 1.53 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 54,127 CHF | 54,477 CHF | 100.00% | 100.00% |
29/04/2024 | 0.63% | 1.54 CHF | 1.55 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 55,417 CHF | 55,767 CHF | 100.00% | 100.00% |
26/04/2024 | 0.66% | 1.58 CHF | 1.59 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 53,252 CHF | 53,602 CHF | 100.00% | 100.00% |
25/04/2024 | 0.62% | 1.48 CHF | 1.49 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 48,260 CHF | 48,560 CHF | 100.00% | 100.00% |
24/04/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 58,607 CHF | 58,957 CHF | 100.00% | 100.00% |