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 | 3.21% | 0.23 CHF | 0.24 CHF | 175,000 | 175,000 | 171,442 | 171,442 | 53,408 CHF | 55,122 CHF | 96.48% | 96.48% |
30/04/2024 | 2.87% | 0.36 CHF | 0.37 CHF | 170,000 | 170,000 | 169,849 | 169,849 | 58,462 CHF | 60,162 CHF | 97.94% | 97.94% |
29/04/2024 | 2.52% | 0.37 CHF | 0.38 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 66,799 CHF | 68,499 CHF | 98.35% | 98.35% |
26/04/2024 | 2.82% | 0.37 CHF | 0.38 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 59,392 CHF | 61,092 CHF | 97.35% | 97.35% |
25/04/2024 | 2.78% | 0.33 CHF | 0.34 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 60,489 CHF | 62,189 CHF | 97.07% | 97.07% |
24/04/2024 | 2.46% | 0.39 CHF | 0.40 CHF | 170,000 | 170,000 | 169,618 | 169,618 | 68,350 CHF | 70,047 CHF | 96.15% | 96.15% |
23/04/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 165,000 | 165,000 | 165,000 | 165,000 | 89,017 CHF | 90,667 CHF | 98.49% | 98.49% |
22/04/2024 | 2.19% | 0.47 CHF | 0.48 CHF | 165,000 | 165,000 | 165,185 | 165,185 | 74,674 CHF | 76,325 CHF | 98.75% | 98.75% |
19/04/2024 | 2.83% | 0.38 CHF | 0.39 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 59,411 CHF | 61,111 CHF | 98.10% | 98.10% |
18/04/2024 | 2.70% | 0.35 CHF | 0.36 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 62,071 CHF | 63,771 CHF | 98.80% | 98.80% |