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 | 1.31% | 0.73 CHF | 0.74 CHF | 116,000 | 116,000 | 117,699 | 117,699 | 89,303 CHF | 90,480 CHF | 100.00% | 100.00% |
10/05/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 118,000 | 118,000 | 116,503 | 116,503 | 86,441 CHF | 87,606 CHF | 100.00% | 100.00% |
08/05/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 118,000 | 118,000 | 118,000 | 118,000 | 88,562 CHF | 89,742 CHF | 98.98% | 98.98% |
07/05/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 118,000 | 118,000 | 117,948 | 117,948 | 89,374 CHF | 90,555 CHF | 99.66% | 99.66% |
06/05/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 118,000 | 118,000 | 119,039 | 119,039 | 91,711 CHF | 92,902 CHF | 100.00% | 100.00% |
03/05/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 120,000 | 120,000 | 119,782 | 119,782 | 92,369 CHF | 93,567 CHF | 100.00% | 100.00% |
02/05/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 120,000 | 120,000 | 118,315 | 118,315 | 90,113 CHF | 91,297 CHF | 100.00% | 100.00% |
30/04/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 120,000 | 120,000 | 119,949 | 119,949 | 94,203 CHF | 95,403 CHF | 100.00% | 100.00% |
29/04/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 120,000 | 120,000 | 119,275 | 119,275 | 92,084 CHF | 93,277 CHF | 99.57% | 99.57% |
26/04/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 120,000 | 120,000 | 119,504 | 119,504 | 92,947 CHF | 94,142 CHF | 99.62% | 99.62% |