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 | 1.31% | 0.76 CHF | 0.77 CHF | 108,000 | 108,000 | 108,399 | 108,399 | 82,482 CHF | 83,566 CHF | 100.00% | 100.00% |
08/05/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 110,000 | 110,000 | 109,434 | 109,434 | 84,650 CHF | 85,744 CHF | 98.93% | 98.93% |
07/05/2024 | 1.23% | 0.77 CHF | 0.78 CHF | 110,000 | 110,000 | 109,941 | 109,941 | 89,222 CHF | 90,322 CHF | 99.88% | 99.88% |
06/05/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 110,000 | 110,000 | 110,071 | 110,071 | 89,742 CHF | 90,843 CHF | 100.00% | 100.00% |
03/05/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 110,000 | 110,000 | 111,713 | 111,713 | 95,254 CHF | 96,371 CHF | 99.98% | 99.98% |
02/05/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 112,000 | 112,000 | 112,000 | 112,000 | 96,796 CHF | 97,916 CHF | 98.17% | 98.17% |
30/04/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 112,000 | 112,000 | 111,932 | 111,932 | 97,299 CHF | 98,419 CHF | 100.00% | 100.00% |
29/04/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 110,000 | 110,000 | 110,037 | 110,037 | 90,764 CHF | 91,865 CHF | 100.00% | 100.00% |
26/04/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 112,000 | 112,000 | 111,990 | 111,990 | 95,905 CHF | 97,025 CHF | 99.43% | 99.43% |
25/04/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 112,000 | 112,000 | 110,655 | 110,655 | 91,791 CHF | 92,897 CHF | 99.69% | 99.69% |