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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 107,000 | 107,000 | 105,953 | 105,953 | 113,725 CHF | 114,786 CHF | 100.00% | 100.00% |
14/05/2024 | 0.92% | 1.11 CHF | 1.12 CHF | 103,000 | 103,000 | 105,420 | 105,420 | 114,744 CHF | 115,798 CHF | 100.00% | 100.00% |
13/05/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 109,000 | 109,000 | 110,699 | 110,699 | 110,988 CHF | 112,095 CHF | 100.00% | 100.00% |
10/05/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 111,000 | 111,000 | 109,503 | 109,503 | 111,518 CHF | 112,613 CHF | 100.00% | 100.00% |
08/05/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 111,000 | 111,000 | 110,982 | 110,982 | 112,031 CHF | 113,141 CHF | 99.06% | 99.06% |
07/05/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 111,000 | 111,000 | 110,997 | 110,997 | 111,838 CHF | 112,948 CHF | 99.66% | 99.66% |
06/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 111,000 | 111,000 | 112,039 | 112,039 | 110,962 CHF | 112,082 CHF | 100.00% | 100.00% |
03/05/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 113,000 | 113,000 | 112,782 | 112,782 | 111,500 CHF | 112,628 CHF | 100.00% | 100.00% |
02/05/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 113,000 | 113,000 | 111,314 | 111,314 | 111,437 CHF | 112,550 CHF | 100.00% | 100.00% |
30/04/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 113,000 | 113,000 | 112,919 | 112,919 | 110,553 CHF | 111,683 CHF | 100.00% | 100.00% |