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 | 1.65% | 0.58 CHF | 0.59 CHF | 116,000 | 116,000 | 117,699 | 117,699 | 70,835 CHF | 72,012 CHF | 100.00% | 100.00% |
10/05/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 118,000 | 118,000 | 116,503 | 116,503 | 68,319 CHF | 69,484 CHF | 100.00% | 100.00% |
08/05/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 118,000 | 118,000 | 118,000 | 118,000 | 69,895 CHF | 71,075 CHF | 98.99% | 98.99% |
07/05/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 118,000 | 118,000 | 117,950 | 117,950 | 70,976 CHF | 72,156 CHF | 99.66% | 99.66% |
06/05/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 118,000 | 118,000 | 119,039 | 119,039 | 73,222 CHF | 74,412 CHF | 100.00% | 100.00% |
03/05/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 120,000 | 120,000 | 119,782 | 119,782 | 73,681 CHF | 74,879 CHF | 100.00% | 100.00% |
02/05/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 120,000 | 120,000 | 118,315 | 118,315 | 71,124 CHF | 72,307 CHF | 99.99% | 99.99% |
30/04/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 120,000 | 120,000 | 119,944 | 119,944 | 74,855 CHF | 76,055 CHF | 100.00% | 100.00% |
29/04/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 120,000 | 120,000 | 119,275 | 119,275 | 72,904 CHF | 74,097 CHF | 99.57% | 99.57% |
26/04/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 120,000 | 120,000 | 119,504 | 119,504 | 73,583 CHF | 74,778 CHF | 99.63% | 99.63% |