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 | 1.98% | 0.50 CHF | 0.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 125,332 CHF | 127,832 CHF | 99.53% | 99.53% |
07/05/2024 | 1.82% | 0.52 CHF | 0.53 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 136,534 CHF | 139,034 CHF | 99.56% | 99.56% |
06/05/2024 | 1.74% | 0.56 CHF | 0.57 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 142,506 CHF | 145,006 CHF | 99.51% | 99.51% |
03/05/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 130,442 CHF | 132,692 CHF | 99.53% | 99.53% |
02/05/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 225,000 | 225,000 | 208,789 | 208,789 | 124,171 CHF | 126,259 CHF | 99.49% | 99.49% |
30/04/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 115,240 CHF | 117,240 CHF | 99.49% | 99.49% |
29/04/2024 | 1.83% | 0.56 CHF | 0.57 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 121,821 CHF | 124,071 CHF | 99.57% | 99.57% |
26/04/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 106,033 CHF | 108,033 CHF | 99.58% | 99.58% |
25/04/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 127,699 CHF | 129,949 CHF | 99.52% | 99.52% |
24/04/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 113,946 CHF | 116,196 CHF | 99.55% | 99.55% |