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 | 1.83% | 0.55 CHF | 0.56 CHF | 230,000 | 230,000 | 233,073 | 233,073 | 126,057 CHF | 128,388 CHF | 100.00% | 100.00% |
10/05/2024 | 1.78% | 0.54 CHF | 0.55 CHF | 235,000 | 235,000 | 230,319 | 230,319 | 128,252 CHF | 130,555 CHF | 100.00% | 100.00% |
08/05/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 235,000 | 235,000 | 233,984 | 233,984 | 113,947 CHF | 116,287 CHF | 99.14% | 99.14% |
07/05/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 235,000 | 235,000 | 233,852 | 233,852 | 114,651 CHF | 116,991 CHF | 99.85% | 99.85% |
06/05/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 235,000 | 235,000 | 234,030 | 234,030 | 117,885 CHF | 120,225 CHF | 99.93% | 99.93% |
03/05/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 235,000 | 235,000 | 234,043 | 234,043 | 116,605 CHF | 118,946 CHF | 99.89% | 99.89% |
02/05/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 235,000 | 235,000 | 234,030 | 234,030 | 117,472 CHF | 119,813 CHF | 99.93% | 99.93% |
30/04/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 235,000 | 235,000 | 234,609 | 234,609 | 111,456 CHF | 113,803 CHF | 99.69% | 99.69% |
29/04/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 235,000 | 235,000 | 233,983 | 233,983 | 123,224 CHF | 125,564 CHF | 100.00% | 100.00% |
26/04/2024 | 1.93% | 0.54 CHF | 0.55 CHF | 235,000 | 235,000 | 234,024 | 234,024 | 120,131 CHF | 122,471 CHF | 99.27% | 99.27% |