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 | 1.55% | 0.65 CHF | 0.66 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 28,757 CHF | 29,207 CHF | 99.58% | 99.58% |
06/05/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 27,754 CHF | 28,204 CHF | 99.46% | 99.51% |
03/05/2024 | 1.56% | 0.61 CHF | 0.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,795 CHF | 32,295 CHF | 99.49% | 99.49% |
02/05/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,265 CHF | 28,765 CHF | 99.49% | 99.49% |
30/04/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,736 CHF | 28,236 CHF | 99.49% | 99.56% |
29/04/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,663 CHF | 29,163 CHF | 99.56% | 99.56% |
26/04/2024 | 1.74% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,487 CHF | 28,987 CHF | 99.52% | 99.52% |
25/04/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,400 CHF | 27,900 CHF | 99.48% | 99.48% |
24/04/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,778 CHF | 31,278 CHF | 99.46% | 99.50% |
23/04/2024 | 1.70% | 0.64 CHF | 0.65 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 35,388 CHF | 35,988 CHF | 99.03% | 99.03% |