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 | 1.10% | 0.88 CHF | 0.89 CHF | 107,000 | 107,000 | 105,956 | 105,956 | 95,923 CHF | 96,985 CHF | 100.00% | 100.00% |
14/05/2024 | 1.08% | 0.95 CHF | 0.96 CHF | 103,000 | 103,000 | 105,422 | 105,422 | 97,033 CHF | 98,088 CHF | 99.99% | 99.99% |
13/05/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 109,000 | 109,000 | 110,699 | 110,699 | 92,391 CHF | 93,498 CHF | 100.00% | 100.00% |
10/05/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 111,000 | 111,000 | 109,504 | 109,504 | 93,864 CHF | 94,959 CHF | 100.00% | 100.00% |
08/05/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 111,000 | 111,000 | 110,981 | 110,981 | 94,181 CHF | 95,291 CHF | 99.06% | 99.06% |
07/05/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 111,000 | 111,000 | 110,995 | 110,995 | 93,187 CHF | 94,298 CHF | 99.66% | 99.66% |
06/05/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 111,000 | 111,000 | 112,039 | 112,039 | 92,218 CHF | 93,338 CHF | 100.00% | 100.00% |
03/05/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 113,000 | 113,000 | 112,782 | 112,782 | 92,627 CHF | 93,755 CHF | 100.00% | 100.00% |
02/05/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 113,000 | 113,000 | 111,314 | 111,314 | 92,842 CHF | 93,955 CHF | 100.00% | 100.00% |
30/04/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 113,000 | 113,000 | 112,919 | 112,919 | 91,611 CHF | 92,741 CHF | 100.00% | 100.00% |