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 | 1.51% | 0.65 CHF | 0.66 CHF | 194,000 | 194,000 | 193,186 | 193,186 | 126,919 CHF | 128,851 CHF | 99.50% | 99.50% |
10/05/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 189,700 | 189,700 | 188,241 | 188,241 | 132,899 CHF | 134,782 CHF | 100.00% | 100.00% |
08/05/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 198,500 | 198,500 | 196,476 | 196,476 | 135,443 CHF | 137,408 CHF | 98.93% | 98.93% |
07/05/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 200,500 | 200,500 | 200,532 | 200,532 | 131,470 CHF | 133,475 CHF | 99.41% | 99.41% |
06/05/2024 | 1.51% | 0.64 CHF | 0.65 CHF | 201,000 | 201,000 | 199,117 | 199,117 | 131,079 CHF | 133,070 CHF | 100.00% | 100.00% |
03/05/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 205,400 | 205,400 | 205,312 | 205,312 | 134,948 CHF | 137,002 CHF | 99.95% | 99.95% |
02/05/2024 | 1.54% | 0.62 CHF | 0.63 CHF | 211,800 | 211,800 | 210,738 | 210,738 | 135,653 CHF | 137,760 CHF | 98.56% | 98.56% |
30/04/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 198,800 | 198,800 | 197,211 | 197,211 | 123,580 CHF | 125,553 CHF | 100.00% | 100.00% |
29/04/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 188,600 | 188,600 | 187,321 | 187,321 | 127,628 CHF | 129,501 CHF | 100.00% | 100.00% |
26/04/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 201,500 | 201,500 | 203,119 | 203,119 | 137,286 CHF | 139,317 CHF | 99.43% | 99.43% |