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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 3.68% | 0.28 CHF | 0.29 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 96,141 CHF | 99,741 CHF | 100.00% | 100.00% |
08/05/2024 | 3.25% | 0.30 CHF | 0.31 CHF | 360,000 | 360,000 | 359,859 | 359,859 | 108,930 CHF | 112,530 CHF | 99.63% | 99.63% |
07/05/2024 | 3.84% | 0.25 CHF | 0.26 CHF | 390,000 | 390,000 | 389,787 | 389,787 | 99,590 CHF | 103,490 CHF | 100.00% | 100.00% |
06/05/2024 | 4.18% | 0.24 CHF | 0.25 CHF | 380,000 | 380,000 | 380,000 | 380,000 | 88,949 CHF | 92,749 CHF | 100.00% | 100.00% |
03/05/2024 | 3.91% | 0.26 CHF | 0.27 CHF | 380,000 | 380,000 | 380,000 | 380,000 | 95,399 CHF | 99,199 CHF | 99.95% | 99.95% |
02/05/2024 | 3.41% | 0.30 CHF | 0.31 CHF | 380,000 | 380,000 | 380,000 | 380,000 | 109,720 CHF | 113,520 CHF | 100.00% | 100.00% |
30/04/2024 | 3.56% | 0.28 CHF | 0.30 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 110,466 CHF | 114,466 CHF | 100.00% | 100.00% |
29/04/2024 | 3.47% | 0.27 CHF | 0.28 CHF | 380,000 | 380,000 | 379,840 | 379,840 | 107,796 CHF | 111,596 CHF | 100.00% | 100.00% |
26/04/2024 | 3.27% | 0.34 CHF | 0.35 CHF | 390,000 | 390,000 | 390,000 | 390,000 | 117,300 CHF | 121,200 CHF | 99.53% | 99.53% |
25/04/2024 | 3.21% | 0.32 CHF | 0.33 CHF | 370,000 | 370,000 | 370,000 | 370,000 | 113,556 CHF | 117,256 CHF | 99.99% | 99.99% |