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 | 2.92% | 0.33 CHF | 0.34 CHF | 470,000 | 470,000 | 460,640 | 460,640 | 155,563 CHF | 160,169 CHF | 100.00% | 100.00% |
08/05/2024 | 3.24% | 0.30 CHF | 0.31 CHF | 470,000 | 470,000 | 467,964 | 467,964 | 142,338 CHF | 147,018 CHF | 99.14% | 99.14% |
07/05/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 470,000 | 470,000 | 467,706 | 467,706 | 143,223 CHF | 147,904 CHF | 99.85% | 99.85% |
06/05/2024 | 3.16% | 0.31 CHF | 0.32 CHF | 470,000 | 470,000 | 468,062 | 468,062 | 146,047 CHF | 150,728 CHF | 100.00% | 100.00% |
03/05/2024 | 3.19% | 0.30 CHF | 0.31 CHF | 470,000 | 470,000 | 468,087 | 468,087 | 144,618 CHF | 149,299 CHF | 100.00% | 100.00% |
02/05/2024 | 3.16% | 0.31 CHF | 0.32 CHF | 470,000 | 470,000 | 468,062 | 468,062 | 145,663 CHF | 150,343 CHF | 100.00% | 100.00% |
30/04/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 470,000 | 470,000 | 469,240 | 469,240 | 139,956 CHF | 144,651 CHF | 100.00% | 100.00% |
29/04/2024 | 3.05% | 0.32 CHF | 0.33 CHF | 470,000 | 470,000 | 467,967 | 467,967 | 151,267 CHF | 155,948 CHF | 100.00% | 100.00% |
26/04/2024 | 3.11% | 0.33 CHF | 0.34 CHF | 470,000 | 470,000 | 468,049 | 468,049 | 148,353 CHF | 153,033 CHF | 99.44% | 99.44% |
25/04/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 470,000 | 470,000 | 468,062 | 468,062 | 146,752 CHF | 151,433 CHF | 100.00% | 100.00% |