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 | 1.19% | 0.84 CHF | 0.85 CHF | 108,000 | 108,000 | 108,399 | 108,399 | 90,699 CHF | 91,783 CHF | 100.00% | 100.00% |
08/05/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 110,000 | 110,000 | 109,434 | 109,434 | 90,266 CHF | 91,360 CHF | 98.93% | 98.93% |
07/05/2024 | 1.26% | 0.83 CHF | 0.84 CHF | 110,000 | 110,000 | 109,941 | 109,941 | 86,563 CHF | 87,663 CHF | 99.89% | 99.89% |
06/05/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 110,000 | 110,000 | 110,071 | 110,071 | 86,372 CHF | 87,473 CHF | 100.00% | 100.00% |
03/05/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 110,000 | 110,000 | 111,713 | 111,713 | 83,696 CHF | 84,813 CHF | 99.94% | 99.94% |
02/05/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 112,000 | 112,000 | 112,000 | 112,000 | 82,670 CHF | 83,790 CHF | 98.19% | 98.19% |
30/04/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 112,000 | 112,000 | 111,932 | 111,932 | 82,207 CHF | 83,327 CHF | 99.99% | 99.99% |
29/04/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 110,000 | 110,000 | 110,037 | 110,037 | 85,665 CHF | 86,765 CHF | 100.00% | 100.00% |
26/04/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 112,000 | 112,000 | 111,990 | 111,990 | 84,021 CHF | 85,141 CHF | 99.42% | 99.42% |
25/04/2024 | 1.28% | 0.75 CHF | 0.76 CHF | 112,000 | 112,000 | 110,655 | 110,655 | 85,956 CHF | 87,063 CHF | 99.69% | 99.69% |