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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 150,000 | 150,000 | 148,593 | 148,593 | 109,959 CHF | 111,446 CHF | 100.00% | 100.00% |
10/05/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 150,000 | 150,000 | 148,504 | 148,503 | 109,604 CHF | 111,091 CHF | 93.97% | 93.97% |
08/05/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 150,000 | 150,000 | 148,588 | 148,588 | 107,270 CHF | 108,757 CHF | 100.00% | 100.00% |
07/05/2024 | 1.43% | 0.71 CHF | 0.72 CHF | 150,000 | 150,000 | 148,591 | 148,589 | 104,566 CHF | 106,051 CHF | 99.84% | 99.84% |
06/05/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 150,000 | 150,000 | 148,124 | 148,124 | 105,568 CHF | 107,051 CHF | 97.98% | 97.98% |
03/05/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 150,000 | 150,000 | 148,493 | 148,493 | 105,430 CHF | 106,916 CHF | 99.28% | 99.28% |
02/05/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 150,000 | 150,000 | 148,594 | 148,592 | 105,226 CHF | 106,713 CHF | 100.00% | 100.00% |
30/04/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 150,000 | 150,000 | 148,585 | 148,585 | 106,416 CHF | 107,904 CHF | 99.51% | 99.51% |
29/04/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 150,000 | 150,000 | 148,574 | 148,572 | 106,402 CHF | 107,888 CHF | 98.58% | 98.58% |
26/04/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 150,000 | 150,000 | 148,511 | 148,511 | 106,648 CHF | 108,135 CHF | 100.00% | 100.00% |