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 | 3.66% | 0.27 CHF | 0.28 CHF | 460,000 | 460,000 | 466,146 | 466,146 | 125,074 CHF | 129,735 CHF | 100.00% | 100.00% |
10/05/2024 | 3.76% | 0.27 CHF | 0.28 CHF | 470,000 | 470,000 | 460,638 | 460,638 | 120,371 CHF | 124,978 CHF | 100.00% | 100.00% |
08/05/2024 | 3.33% | 0.30 CHF | 0.31 CHF | 470,000 | 470,000 | 467,972 | 467,972 | 138,279 CHF | 142,959 CHF | 99.15% | 99.15% |
07/05/2024 | 3.35% | 0.29 CHF | 0.30 CHF | 470,000 | 470,000 | 467,696 | 467,696 | 137,351 CHF | 142,032 CHF | 99.85% | 99.85% |
06/05/2024 | 3.42% | 0.29 CHF | 0.30 CHF | 470,000 | 470,000 | 468,062 | 468,062 | 134,712 CHF | 139,393 CHF | 100.00% | 100.00% |
03/05/2024 | 3.38% | 0.30 CHF | 0.31 CHF | 470,000 | 470,000 | 468,087 | 468,087 | 136,305 CHF | 140,986 CHF | 100.00% | 100.00% |
02/05/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 470,000 | 470,000 | 468,062 | 468,062 | 136,067 CHF | 140,748 CHF | 100.00% | 100.00% |
30/04/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 470,000 | 470,000 | 469,240 | 469,240 | 143,624 CHF | 148,319 CHF | 100.00% | 100.00% |
29/04/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 470,000 | 470,000 | 467,969 | 467,969 | 131,024 CHF | 135,705 CHF | 100.00% | 100.00% |
26/04/2024 | 3.41% | 0.28 CHF | 0.29 CHF | 470,000 | 470,000 | 468,049 | 468,049 | 135,080 CHF | 139,760 CHF | 99.44% | 99.44% |