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 | 1.21% | 0.85 CHF | 0.86 CHF | 168,000 | 168,000 | 168,195 | 168,195 | 138,537 CHF | 140,220 CHF | 99.89% | 99.89% |
06/05/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 170,000 | 170,000 | 169,790 | 169,790 | 133,713 CHF | 135,411 CHF | 100.00% | 100.00% |
03/05/2024 | 1.26% | 0.76 CHF | 0.77 CHF | 170,000 | 170,000 | 169,926 | 169,926 | 134,213 CHF | 135,912 CHF | 99.98% | 99.98% |
02/05/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 168,000 | 168,000 | 168,499 | 168,499 | 137,354 CHF | 139,038 CHF | 98.59% | 98.59% |
30/04/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 168,000 | 168,000 | 168,010 | 168,010 | 137,203 CHF | 138,884 CHF | 100.00% | 100.00% |
29/04/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 168,000 | 168,000 | 168,125 | 168,125 | 138,745 CHF | 140,426 CHF | 100.00% | 100.00% |
26/04/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 168,000 | 168,000 | 167,959 | 167,959 | 141,494 CHF | 143,173 CHF | 99.42% | 99.42% |
25/04/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 166,000 | 166,000 | 166,005 | 166,005 | 147,424 CHF | 149,084 CHF | 99.70% | 99.70% |
24/04/2024 | 1.16% | 0.83 CHF | 0.84 CHF | 168,000 | 168,000 | 166,944 | 166,944 | 143,155 CHF | 144,825 CHF | 99.32% | 99.32% |
23/04/2024 | 1.10% | 0.83 CHF | 0.84 CHF | 168,000 | 168,000 | 165,199 | 165,199 | 150,171 CHF | 151,823 CHF | 100.00% | 100.00% |