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 | 3.31% | 0.29 CHF | 0.30 CHF | 130,000 | 130,000 | 129,994 | 129,994 | 38,597 CHF | 39,897 CHF | 98.93% | 98.93% |
07/05/2024 | 3.71% | 0.30 CHF | 0.31 CHF | 140,000 | 140,000 | 139,781 | 139,781 | 37,181 CHF | 38,581 CHF | 99.89% | 99.89% |
06/05/2024 | 3.70% | 0.27 CHF | 0.28 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 37,157 CHF | 38,557 CHF | 100.00% | 100.00% |
03/05/2024 | 4.11% | 0.26 CHF | 0.27 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 35,787 CHF | 37,287 CHF | 99.97% | 99.97% |
02/05/2024 | 4.21% | 0.22 CHF | 0.23 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 34,957 CHF | 36,457 CHF | 98.16% | 98.16% |
30/04/2024 | 4.26% | 0.22 CHF | 0.23 CHF | 150,000 | 150,000 | 149,953 | 149,953 | 34,484 CHF | 35,984 CHF | 100.00% | 100.00% |
29/04/2024 | 3.69% | 0.26 CHF | 0.27 CHF | 140,000 | 140,000 | 140,175 | 140,175 | 37,288 CHF | 38,690 CHF | 100.00% | 100.00% |
26/04/2024 | 3.99% | 0.26 CHF | 0.27 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 36,848 CHF | 38,348 CHF | 99.43% | 99.43% |
25/04/2024 | 3.66% | 0.25 CHF | 0.26 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 37,690 CHF | 39,090 CHF | 99.69% | 99.69% |
24/04/2024 | 3.12% | 0.30 CHF | 0.31 CHF | 130,000 | 130,000 | 129,986 | 129,986 | 41,015 CHF | 42,315 CHF | 99.30% | 99.30% |