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 | 2.79% | 0.36 CHF | 0.37 CHF | 630,000 | 630,000 | 630,000 | 630,000 | 222,566 CHF | 228,866 CHF | 100.00% | 100.00% |
08/05/2024 | 2.62% | 0.38 CHF | 0.39 CHF | 620,000 | 620,000 | 620,000 | 620,000 | 233,894 CHF | 240,094 CHF | 99.29% | 99.29% |
07/05/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 620,000 | 620,000 | 619,550 | 619,550 | 223,659 CHF | 229,859 CHF | 99.92% | 99.92% |
06/05/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 620,000 | 620,000 | 620,000 | 620,000 | 221,039 CHF | 227,239 CHF | 100.00% | 100.00% |
03/05/2024 | 2.65% | 0.36 CHF | 0.37 CHF | 610,000 | 610,000 | 610,000 | 610,000 | 227,567 CHF | 233,667 CHF | 99.38% | 99.38% |
02/05/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 610,000 | 610,000 | 610,000 | 610,000 | 253,207 CHF | 259,307 CHF | 100.00% | 100.00% |
30/04/2024 | 2.44% | 0.43 CHF | 0.44 CHF | 610,000 | 610,000 | 610,000 | 610,000 | 247,099 CHF | 253,199 CHF | 99.16% | 99.16% |
29/04/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 244,768 CHF | 250,768 CHF | 99.81% | 99.81% |
26/04/2024 | 2.47% | 0.44 CHF | 0.45 CHF | 620,000 | 620,000 | 620,000 | 620,000 | 248,497 CHF | 254,697 CHF | 99.33% | 99.33% |
25/04/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 244,115 CHF | 250,115 CHF | 99.25% | 99.25% |