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 | 1.21% | 0.87 CHF | 0.88 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 115,354 CHF | 116,754 CHF | 99.29% | 99.29% |
07/05/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 119,691 CHF | 121,091 CHF | 100.00% | 100.00% |
06/05/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 139,660 CHF | 141,360 CHF | 100.00% | 100.00% |
03/05/2024 | 1.58% | 0.59 CHF | 0.60 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 107,311 CHF | 109,011 CHF | 98.74% | 98.74% |
02/05/2024 | 1.65% | 0.67 CHF | 0.68 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 102,867 CHF | 104,567 CHF | 100.00% | 100.00% |
30/04/2024 | 1.46% | 0.63 CHF | 0.64 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 95,144 CHF | 96,544 CHF | 100.00% | 100.00% |
29/04/2024 | 1.09% | 0.86 CHF | 0.87 CHF | 140,000 | 140,000 | 139,976 | 139,976 | 127,789 CHF | 129,189 CHF | 100.00% | 100.00% |
26/04/2024 | 0.96% | 0.91 CHF | 0.92 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 144,765 CHF | 146,165 CHF | 99.53% | 99.53% |
25/04/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 134,613 CHF | 136,013 CHF | 99.88% | 99.88% |
24/04/2024 | 1.08% | 0.95 CHF | 0.96 CHF | 140,000 | 140,000 | 139,963 | 139,963 | 129,377 CHF | 130,777 CHF | 100.00% | 100.00% |