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 | 2.20% | 0.44 CHF | 0.45 CHF | 270,000 | 270,000 | 272,372 | 272,372 | 122,849 CHF | 125,573 CHF | 100.00% | 100.00% |
08/05/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 280,000 | 280,000 | 280,427 | 280,427 | 157,150 CHF | 159,955 CHF | 98.93% | 98.93% |
07/05/2024 | 1.57% | 0.58 CHF | 0.59 CHF | 285,000 | 285,000 | 286,102 | 286,102 | 181,659 CHF | 184,523 CHF | 90.64% | 90.64% |
06/05/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 285,000 | 285,000 | 285,201 | 285,201 | 176,732 CHF | 179,584 CHF | 100.00% | 100.00% |
03/05/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 290,000 | 290,000 | 289,551 | 289,551 | 192,067 CHF | 194,962 CHF | 89.47% | 89.47% |
02/05/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 290,000 | 290,000 | 291,099 | 291,099 | 200,752 CHF | 203,663 CHF | 92.04% | 92.04% |
30/04/2024 | 1.54% | 0.68 CHF | 0.69 CHF | 290,000 | 290,000 | 288,337 | 288,337 | 186,010 CHF | 188,895 CHF | 100.00% | 100.00% |
29/04/2024 | 1.90% | 0.64 CHF | 0.65 CHF | 290,000 | 290,000 | 271,872 | 271,872 | 171,934 CHF | 174,952 CHF | 100.00% | 100.00% |
26/04/2024 | 1.46% | 0.65 CHF | 0.66 CHF | 290,000 | 290,000 | 289,234 | 289,234 | 196,214 CHF | 199,106 CHF | 99.43% | 99.43% |
25/04/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 295,000 | 295,000 | 292,568 | 292,568 | 208,446 CHF | 211,371 CHF | 98.60% | 98.60% |