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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 1.38% | 0.75 CHF | 0.76 CHF | 168,000 | 168,000 | 168,192 | 168,192 | 121,190 CHF | 122,873 CHF | 99.88% | 99.88% |
06/05/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 170,000 | 170,000 | 169,790 | 169,790 | 116,254 CHF | 117,952 CHF | 100.00% | 100.00% |
03/05/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 170,000 | 170,000 | 169,925 | 169,925 | 116,731 CHF | 118,430 CHF | 100.00% | 100.00% |
02/05/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 168,000 | 168,000 | 168,499 | 168,499 | 119,962 CHF | 121,647 CHF | 98.55% | 98.55% |
30/04/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 168,000 | 168,000 | 168,009 | 168,009 | 119,715 CHF | 121,396 CHF | 100.00% | 100.00% |
29/04/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 168,000 | 168,000 | 168,125 | 168,125 | 121,556 CHF | 123,237 CHF | 100.00% | 100.00% |
26/04/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 168,000 | 168,000 | 167,959 | 167,959 | 123,927 CHF | 125,607 CHF | 99.43% | 99.43% |
25/04/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 166,000 | 166,000 | 166,005 | 166,005 | 130,282 CHF | 131,942 CHF | 99.70% | 99.70% |
24/04/2024 | 1.32% | 0.72 CHF | 0.73 CHF | 168,000 | 168,000 | 166,966 | 166,966 | 125,858 CHF | 127,528 CHF | 99.32% | 99.32% |
23/04/2024 | 1.24% | 0.72 CHF | 0.73 CHF | 168,000 | 168,000 | 165,199 | 165,199 | 133,066 CHF | 134,718 CHF | 100.00% | 100.00% |