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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 2.87% | 0.32 CHF | 0.33 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 85,958 CHF | 88,458 CHF | 99.91% | 99.91% |
30/04/2024 | 2.26% | 0.42 CHF | 0.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 109,735 CHF | 112,235 CHF | 100.00% | 100.00% |
29/04/2024 | 2.16% | 0.44 CHF | 0.45 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 114,609 CHF | 117,109 CHF | 100.00% | 100.00% |
26/04/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 250,000 | 250,000 | 249,995 | 250,000 | 118,235 CHF | 120,737 CHF | 100.00% | 100.00% |
25/04/2024 | 2.25% | 0.42 CHF | 0.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 109,868 CHF | 112,368 CHF | 100.00% | 100.00% |
24/04/2024 | 2.23% | 0.43 CHF | 0.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 110,903 CHF | 113,403 CHF | 100.00% | 100.00% |
23/04/2024 | 2.41% | 0.43 CHF | 0.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 102,693 CHF | 105,193 CHF | 100.00% | 100.00% |
22/04/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 98,655 CHF | 101,155 CHF | 100.00% | 100.00% |
19/04/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 250,000 | 250,000 | 250,000 | 249,993 | 102,721 CHF | 105,218 CHF | 100.00% | 100.00% |
18/04/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 100,949 CHF | 103,449 CHF | 100.00% | 100.00% |