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 | 1.61% | 0.65 CHF | 0.66 CHF | 168,000 | 168,000 | 168,192 | 168,192 | 103,715 CHF | 105,398 CHF | 99.89% | 99.89% |
06/05/2024 | 1.71% | 0.56 CHF | 0.57 CHF | 170,000 | 170,000 | 169,790 | 169,790 | 98,631 CHF | 100,329 CHF | 100.00% | 100.00% |
03/05/2024 | 1.70% | 0.56 CHF | 0.57 CHF | 170,000 | 170,000 | 169,925 | 169,925 | 99,366 CHF | 101,065 CHF | 100.00% | 100.00% |
02/05/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 168,000 | 168,000 | 168,499 | 168,499 | 102,669 CHF | 104,354 CHF | 98.59% | 98.59% |
30/04/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 168,000 | 168,000 | 168,011 | 168,011 | 102,469 CHF | 104,150 CHF | 100.00% | 100.00% |
29/04/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 168,000 | 168,000 | 168,125 | 168,125 | 104,385 CHF | 106,066 CHF | 100.00% | 100.00% |
26/04/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 168,000 | 168,000 | 167,959 | 167,959 | 106,762 CHF | 108,442 CHF | 99.43% | 99.43% |
25/04/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 166,000 | 166,000 | 166,005 | 166,005 | 113,280 CHF | 114,940 CHF | 99.70% | 99.70% |
24/04/2024 | 1.52% | 0.62 CHF | 0.63 CHF | 168,000 | 168,000 | 166,966 | 166,966 | 108,746 CHF | 110,416 CHF | 99.32% | 99.32% |
23/04/2024 | 1.42% | 0.62 CHF | 0.63 CHF | 168,000 | 168,000 | 165,199 | 165,199 | 116,152 CHF | 117,804 CHF | 99.99% | 99.99% |