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 | 2.73% | 0.36 CHF | 0.37 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 188,047 CHF | 193,247 CHF | 100.00% | 100.00% |
08/05/2024 | 2.92% | 0.34 CHF | 0.35 CHF | 530,000 | 530,000 | 530,000 | 530,000 | 178,868 CHF | 184,168 CHF | 99.29% | 99.29% |
07/05/2024 | 2.77% | 0.37 CHF | 0.38 CHF | 530,000 | 530,000 | 529,724 | 529,724 | 188,836 CHF | 194,136 CHF | 99.92% | 99.92% |
06/05/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 530,000 | 530,000 | 530,000 | 530,000 | 191,717 CHF | 197,017 CHF | 100.00% | 100.00% |
03/05/2024 | 2.85% | 0.36 CHF | 0.37 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 190,585 CHF | 196,085 CHF | 99.42% | 99.42% |
02/05/2024 | 3.23% | 0.30 CHF | 0.31 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 167,562 CHF | 173,062 CHF | 100.00% | 100.00% |
30/04/2024 | 3.10% | 0.30 CHF | 0.31 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 174,597 CHF | 180,097 CHF | 99.16% | 99.16% |
29/04/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 178,099 CHF | 183,699 CHF | 99.81% | 99.81% |
26/04/2024 | 3.00% | 0.29 CHF | 0.30 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 180,956 CHF | 186,456 CHF | 99.34% | 99.34% |
25/04/2024 | 3.05% | 0.32 CHF | 0.33 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 181,022 CHF | 186,622 CHF | 99.24% | 99.24% |