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 | 6.39% | 0.15 CHF | 0.16 CHF | 166,000 | 166,000 | 166,000 | 166,000 | 25,176 CHF | 26,836 CHF | 98.93% | 98.93% |
07/05/2024 | 4.55% | 0.19 CHF | 0.20 CHF | 168,000 | 168,000 | 168,214 | 168,214 | 36,477 CHF | 38,160 CHF | 99.89% | 99.89% |
06/05/2024 | 3.88% | 0.28 CHF | 0.29 CHF | 170,000 | 170,000 | 169,790 | 169,790 | 43,031 CHF | 44,729 CHF | 100.00% | 100.00% |
03/05/2024 | 3.88% | 0.28 CHF | 0.29 CHF | 170,000 | 170,000 | 169,926 | 169,926 | 42,971 CHF | 44,670 CHF | 99.98% | 99.98% |
02/05/2024 | 4.29% | 0.24 CHF | 0.25 CHF | 168,000 | 168,000 | 168,499 | 168,499 | 38,601 CHF | 40,285 CHF | 98.59% | 98.59% |
30/04/2024 | 4.27% | 0.22 CHF | 0.23 CHF | 168,000 | 168,000 | 168,008 | 168,008 | 38,624 CHF | 40,305 CHF | 100.00% | 100.00% |
29/04/2024 | 4.44% | 0.24 CHF | 0.25 CHF | 168,000 | 168,000 | 168,125 | 168,125 | 37,074 CHF | 38,755 CHF | 100.00% | 100.00% |
26/04/2024 | 4.71% | 0.20 CHF | 0.21 CHF | 168,000 | 168,000 | 167,959 | 167,959 | 34,867 CHF | 36,546 CHF | 99.43% | 99.43% |
25/04/2024 | 5.99% | 0.18 CHF | 0.19 CHF | 166,000 | 166,000 | 166,005 | 166,005 | 26,988 CHF | 28,648 CHF | 99.67% | 99.67% |
24/04/2024 | 5.08% | 0.23 CHF | 0.24 CHF | 168,000 | 168,000 | 166,966 | 166,966 | 32,318 CHF | 33,988 CHF | 99.32% | 99.32% |