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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 108,000 | 108,000 | 107,458 | 107,458 | 63,637 CHF | 64,711 CHF | 100.00% | 100.00% |
08/05/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 109,000 | 109,000 | 108,583 | 108,583 | 67,344 CHF | 68,430 CHF | 99.14% | 99.14% |
07/05/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 109,000 | 109,000 | 109,978 | 109,978 | 71,981 CHF | 73,081 CHF | 99.82% | 99.82% |
06/05/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 111,000 | 111,000 | 111,000 | 111,000 | 75,367 CHF | 76,477 CHF | 100.00% | 100.00% |
03/05/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 111,000 | 111,000 | 112,175 | 112,175 | 79,623 CHF | 80,745 CHF | 100.00% | 100.00% |
02/05/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 114,000 | 114,000 | 113,993 | 113,993 | 85,557 CHF | 86,697 CHF | 100.00% | 100.00% |
30/04/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 114,000 | 114,000 | 113,698 | 113,698 | 84,424 CHF | 85,562 CHF | 100.00% | 100.00% |
29/04/2024 | 1.39% | 0.74 CHF | 0.75 CHF | 113,000 | 113,000 | 112,302 | 112,302 | 80,388 CHF | 81,511 CHF | 100.00% | 100.00% |
26/04/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 113,000 | 113,000 | 113,831 | 113,831 | 85,519 CHF | 86,657 CHF | 99.44% | 99.44% |
25/04/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 117,000 | 117,000 | 116,142 | 116,142 | 92,914 CHF | 94,076 CHF | 100.00% | 100.00% |