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 | 1.47% | 0.68 CHF | 0.69 CHF | 110,000 | 110,000 | 111,931 | 111,931 | 75,934 CHF | 77,054 CHF | 93.41% | 93.41% |
08/05/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 120,000 | 120,000 | 117,020 | 117,020 | 78,096 CHF | 79,267 CHF | 94.62% | 94.62% |
07/05/2024 | 1.58% | 0.67 CHF | 0.68 CHF | 120,000 | 120,000 | 119,774 | 119,774 | 75,587 CHF | 76,787 CHF | 96.05% | 96.05% |
06/05/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 120,000 | 120,000 | 119,990 | 119,990 | 75,498 CHF | 76,698 CHF | 96.29% | 96.29% |
03/05/2024 | 1.67% | 0.62 CHF | 0.63 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 71,144 CHF | 72,344 CHF | 96.00% | 96.00% |
02/05/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 69,995 CHF | 71,195 CHF | 90.39% | 90.39% |
30/04/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 120,000 | 120,000 | 119,965 | 119,965 | 69,523 CHF | 70,723 CHF | 96.03% | 96.03% |
29/04/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 120,000 | 120,000 | 119,983 | 119,983 | 74,839 CHF | 76,039 CHF | 95.10% | 95.10% |
26/04/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 120,000 | 120,000 | 119,996 | 119,996 | 71,486 CHF | 72,686 CHF | 96.50% | 96.50% |
25/04/2024 | 1.59% | 0.60 CHF | 0.61 CHF | 120,000 | 120,000 | 119,987 | 119,987 | 74,755 CHF | 75,955 CHF | 96.78% | 96.78% |