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 | 0.87% | 1.18 CHF | 1.19 CHF | 103,000 | 103,000 | 105,420 | 105,420 | 121,402 CHF | 122,456 CHF | 99.99% | 99.99% |
13/05/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 109,000 | 109,000 | 110,699 | 110,699 | 118,494 CHF | 119,601 CHF | 100.00% | 100.00% |
10/05/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 111,000 | 111,000 | 109,503 | 109,503 | 119,078 CHF | 120,173 CHF | 100.00% | 100.00% |
08/05/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 111,000 | 111,000 | 110,981 | 110,981 | 119,709 CHF | 120,819 CHF | 99.06% | 99.06% |
07/05/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 111,000 | 111,000 | 110,996 | 110,996 | 118,735 CHF | 119,846 CHF | 99.66% | 99.66% |
06/05/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 111,000 | 111,000 | 112,039 | 112,039 | 117,971 CHF | 119,091 CHF | 100.00% | 100.00% |
03/05/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 113,000 | 113,000 | 112,782 | 112,782 | 118,528 CHF | 119,656 CHF | 100.00% | 100.00% |
02/05/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 113,000 | 113,000 | 111,314 | 111,314 | 118,443 CHF | 119,556 CHF | 100.00% | 100.00% |
30/04/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 113,000 | 113,000 | 112,922 | 112,922 | 117,663 CHF | 118,793 CHF | 100.00% | 100.00% |
29/04/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 113,000 | 113,000 | 112,276 | 112,276 | 118,262 CHF | 119,385 CHF | 99.57% | 99.57% |