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 | 0.94% | 1.09 CHF | 1.10 CHF | 103,000 | 103,000 | 105,422 | 105,422 | 111,978 CHF | 113,033 CHF | 99.99% | 99.99% |
13/05/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 109,000 | 109,000 | 110,699 | 110,699 | 108,057 CHF | 109,164 CHF | 100.00% | 100.00% |
10/05/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 111,000 | 111,000 | 109,504 | 109,504 | 108,615 CHF | 109,710 CHF | 100.00% | 100.00% |
08/05/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 111,000 | 111,000 | 110,980 | 110,980 | 109,210 CHF | 110,320 CHF | 99.06% | 99.06% |
07/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 111,000 | 111,000 | 110,995 | 110,995 | 108,235 CHF | 109,345 CHF | 99.66% | 99.66% |
06/05/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 111,000 | 111,000 | 112,039 | 112,039 | 107,313 CHF | 108,434 CHF | 100.00% | 100.00% |
03/05/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 113,000 | 113,000 | 112,782 | 112,782 | 107,895 CHF | 109,023 CHF | 100.00% | 100.00% |
02/05/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 113,000 | 113,000 | 111,314 | 111,314 | 107,912 CHF | 109,025 CHF | 100.00% | 100.00% |
30/04/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 113,000 | 113,000 | 112,923 | 112,923 | 107,001 CHF | 108,131 CHF | 100.00% | 100.00% |
29/04/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 113,000 | 113,000 | 112,275 | 112,275 | 107,719 CHF | 108,842 CHF | 99.57% | 99.57% |