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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 103,000 | 103,000 | 105,422 | 105,422 | 119,113 CHF | 120,168 CHF | 99.97% | 99.97% |
13/05/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 109,000 | 109,000 | 110,699 | 110,699 | 115,526 CHF | 116,633 CHF | 100.00% | 100.00% |
10/05/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 111,000 | 111,000 | 109,504 | 109,504 | 115,937 CHF | 117,032 CHF | 100.00% | 100.00% |
08/05/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 111,000 | 111,000 | 110,980 | 110,980 | 116,556 CHF | 117,666 CHF | 99.06% | 99.06% |
07/05/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 111,000 | 111,000 | 110,995 | 110,995 | 115,725 CHF | 116,835 CHF | 99.66% | 99.66% |
06/05/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 111,000 | 111,000 | 112,039 | 112,039 | 114,887 CHF | 116,008 CHF | 100.00% | 100.00% |
03/05/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 113,000 | 113,000 | 112,782 | 112,782 | 115,571 CHF | 116,699 CHF | 100.00% | 100.00% |
02/05/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 113,000 | 113,000 | 111,314 | 111,314 | 115,565 CHF | 116,678 CHF | 100.00% | 100.00% |
30/04/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 113,000 | 113,000 | 112,923 | 112,923 | 114,748 CHF | 115,878 CHF | 100.00% | 100.00% |
29/04/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 113,000 | 113,000 | 112,275 | 112,275 | 115,343 CHF | 116,466 CHF | 99.57% | 99.57% |