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 | 2.64% | 0.38 CHF | 0.39 CHF | 110,000 | 110,000 | 109,434 | 109,434 | 40,876 CHF | 41,971 CHF | 98.93% | 98.93% |
07/05/2024 | 2.41% | 0.37 CHF | 0.38 CHF | 110,000 | 110,000 | 109,941 | 109,941 | 45,245 CHF | 46,345 CHF | 99.88% | 99.88% |
06/05/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 110,000 | 110,000 | 110,071 | 110,071 | 45,714 CHF | 46,814 CHF | 100.00% | 100.00% |
03/05/2024 | 2.19% | 0.43 CHF | 0.44 CHF | 110,000 | 110,000 | 111,712 | 111,712 | 50,569 CHF | 51,686 CHF | 99.98% | 99.98% |
02/05/2024 | 2.13% | 0.48 CHF | 0.49 CHF | 112,000 | 112,000 | 112,000 | 112,000 | 51,997 CHF | 53,117 CHF | 98.20% | 98.20% |
30/04/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 112,000 | 112,000 | 111,933 | 111,933 | 52,526 CHF | 53,646 CHF | 100.00% | 100.00% |
29/04/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 110,000 | 110,000 | 110,037 | 110,037 | 46,750 CHF | 47,850 CHF | 100.00% | 100.00% |
26/04/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 112,000 | 112,000 | 111,990 | 111,990 | 51,072 CHF | 52,192 CHF | 99.42% | 99.42% |
25/04/2024 | 2.31% | 0.46 CHF | 0.47 CHF | 112,000 | 112,000 | 110,655 | 110,655 | 47,529 CHF | 48,635 CHF | 99.69% | 99.69% |
24/04/2024 | 2.65% | 0.40 CHF | 0.41 CHF | 110,000 | 110,000 | 109,182 | 109,182 | 40,699 CHF | 41,791 CHF | 99.30% | 99.30% |