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 | 1.48% | 0.66 CHF | 0.67 CHF | 158,000 | 158,000 | 158,000 | 158,000 | 106,233 CHF | 107,813 CHF | 100.00% | 100.00% |
10/05/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 158,000 | 158,000 | 158,310 | 158,310 | 103,948 CHF | 105,531 CHF | 99.99% | 99.99% |
08/05/2024 | 1.70% | 0.62 CHF | 0.63 CHF | 160,000 | 160,000 | 161,370 | 161,370 | 94,034 CHF | 95,648 CHF | 99.25% | 99.25% |
07/05/2024 | 1.98% | 0.52 CHF | 0.53 CHF | 164,000 | 164,000 | 163,911 | 163,911 | 81,918 CHF | 83,558 CHF | 97.36% | 97.36% |
06/05/2024 | 1.84% | 0.49 CHF | 0.50 CHF | 164,000 | 164,000 | 162,418 | 162,418 | 87,666 CHF | 89,290 CHF | 98.52% | 98.52% |
03/05/2024 | 1.88% | 0.51 CHF | 0.52 CHF | 164,000 | 164,000 | 163,313 | 163,313 | 86,127 CHF | 87,760 CHF | 100.00% | 100.00% |
02/05/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 164,000 | 164,000 | 163,975 | 163,975 | 84,571 CHF | 86,211 CHF | 100.00% | 100.00% |
30/04/2024 | 1.77% | 0.54 CHF | 0.55 CHF | 162,000 | 162,000 | 161,880 | 161,880 | 90,591 CHF | 92,211 CHF | 100.00% | 100.00% |
29/04/2024 | 1.77% | 0.54 CHF | 0.55 CHF | 162,000 | 162,000 | 162,000 | 162,000 | 90,799 CHF | 92,419 CHF | 99.99% | 99.99% |
26/04/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 162,000 | 162,000 | 161,881 | 161,881 | 92,815 CHF | 94,434 CHF | 98.65% | 98.65% |