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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 109,000 | 109,000 | 108,583 | 108,583 | 46,636 CHF | 47,722 CHF | 99.14% | 99.14% |
07/05/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 109,000 | 109,000 | 109,960 | 109,960 | 50,981 CHF | 52,081 CHF | 99.82% | 99.82% |
06/05/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 111,000 | 111,000 | 111,000 | 111,000 | 54,204 CHF | 55,314 CHF | 100.00% | 100.00% |
03/05/2024 | 1.92% | 0.49 CHF | 0.50 CHF | 111,000 | 111,000 | 112,175 | 112,175 | 58,153 CHF | 59,275 CHF | 99.99% | 99.99% |
02/05/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 114,000 | 114,000 | 113,993 | 113,993 | 63,822 CHF | 64,962 CHF | 99.99% | 99.99% |
30/04/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 114,000 | 114,000 | 113,686 | 113,686 | 62,728 CHF | 63,866 CHF | 100.00% | 100.00% |
29/04/2024 | 1.89% | 0.55 CHF | 0.56 CHF | 113,000 | 113,000 | 112,302 | 112,302 | 58,931 CHF | 60,054 CHF | 100.00% | 100.00% |
26/04/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 113,000 | 113,000 | 113,831 | 113,831 | 63,772 CHF | 64,911 CHF | 99.44% | 99.44% |
25/04/2024 | 1.63% | 0.63 CHF | 0.64 CHF | 117,000 | 117,000 | 116,142 | 116,142 | 70,745 CHF | 71,907 CHF | 100.00% | 100.00% |
24/04/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 116,000 | 116,000 | 116,375 | 116,375 | 71,352 CHF | 72,516 CHF | 99.67% | 99.67% |