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 | 3.92% | 0.25 CHF | 0.26 CHF | 166,000 | 166,000 | 166,000 | 166,000 | 41,548 CHF | 43,208 CHF | 98.93% | 98.93% |
07/05/2024 | 3.13% | 0.29 CHF | 0.30 CHF | 168,000 | 168,000 | 168,194 | 168,194 | 53,092 CHF | 54,775 CHF | 99.89% | 99.89% |
06/05/2024 | 2.80% | 0.37 CHF | 0.38 CHF | 170,000 | 170,000 | 169,790 | 169,790 | 59,803 CHF | 61,501 CHF | 100.00% | 100.00% |
03/05/2024 | 2.80% | 0.38 CHF | 0.39 CHF | 170,000 | 170,000 | 169,926 | 169,926 | 59,832 CHF | 61,531 CHF | 99.99% | 99.99% |
02/05/2024 | 3.01% | 0.34 CHF | 0.35 CHF | 168,000 | 168,000 | 168,499 | 168,499 | 55,186 CHF | 56,871 CHF | 98.59% | 98.59% |
30/04/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 168,000 | 168,000 | 168,010 | 168,010 | 55,229 CHF | 56,910 CHF | 100.00% | 100.00% |
29/04/2024 | 3.09% | 0.34 CHF | 0.35 CHF | 168,000 | 168,000 | 168,125 | 168,125 | 53,587 CHF | 55,268 CHF | 100.00% | 100.00% |
26/04/2024 | 3.22% | 0.30 CHF | 0.31 CHF | 168,000 | 168,000 | 167,959 | 167,959 | 51,342 CHF | 53,021 CHF | 99.43% | 99.43% |
25/04/2024 | 3.76% | 0.28 CHF | 0.29 CHF | 166,000 | 166,000 | 166,005 | 166,005 | 43,356 CHF | 45,016 CHF | 99.69% | 99.69% |
24/04/2024 | 3.38% | 0.32 CHF | 0.33 CHF | 168,000 | 168,000 | 166,966 | 166,966 | 48,763 CHF | 50,433 CHF | 99.32% | 99.32% |