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 | 2.28% | 0.42 CHF | 0.43 CHF | 232,000 | 232,000 | 235,399 | 235,399 | 101,930 CHF | 104,284 CHF | 100.00% | 100.00% |
10/05/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 236,000 | 236,000 | 233,007 | 233,007 | 98,798 CHF | 101,128 CHF | 100.00% | 100.00% |
08/05/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 236,000 | 236,000 | 235,989 | 235,989 | 101,475 CHF | 103,835 CHF | 98.99% | 98.99% |
07/05/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 236,000 | 236,000 | 235,968 | 235,968 | 102,235 CHF | 104,596 CHF | 99.60% | 99.60% |
06/05/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 236,000 | 236,000 | 238,080 | 238,080 | 104,649 CHF | 107,030 CHF | 100.00% | 100.00% |
03/05/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 240,000 | 240,000 | 239,565 | 239,565 | 105,255 CHF | 107,651 CHF | 100.00% | 100.00% |
02/05/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 240,000 | 240,000 | 236,631 | 236,631 | 102,519 CHF | 104,885 CHF | 100.00% | 100.00% |
30/04/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 240,000 | 240,000 | 239,911 | 239,911 | 107,543 CHF | 109,943 CHF | 100.00% | 100.00% |
29/04/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 240,000 | 240,000 | 238,549 | 238,549 | 104,962 CHF | 107,347 CHF | 99.57% | 99.57% |
26/04/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 240,000 | 240,000 | 239,009 | 239,009 | 105,276 CHF | 107,666 CHF | 99.62% | 99.62% |