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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 198,468 CHF | 202,068 CHF | 100.00% | 100.00% |
10/05/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 194,909 CHF | 198,509 CHF | 100.00% | 100.00% |
08/05/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 360,000 | 360,000 | 359,862 | 359,862 | 184,888 CHF | 188,488 CHF | 99.63% | 99.63% |
07/05/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 350,000 | 350,000 | 349,815 | 349,815 | 196,305 CHF | 199,805 CHF | 100.00% | 100.00% |
06/05/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 211,145 CHF | 214,745 CHF | 100.00% | 100.00% |
03/05/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 208,122 CHF | 211,722 CHF | 99.98% | 99.98% |
02/05/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 194,623 CHF | 198,223 CHF | 99.99% | 99.99% |
30/04/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 201,653 CHF | 205,253 CHF | 100.00% | 100.00% |
29/04/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 370,000 | 370,000 | 369,847 | 369,847 | 207,156 CHF | 210,856 CHF | 100.00% | 100.00% |
26/04/2024 | 1.82% | 0.50 CHF | 0.51 CHF | 370,000 | 370,000 | 370,000 | 370,000 | 202,018 CHF | 205,718 CHF | 99.53% | 99.53% |