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 | 1.05% | 0.98 CHF | 0.99 CHF | 103,000 | 103,000 | 105,422 | 105,422 | 100,443 CHF | 101,498 CHF | 99.99% | 99.99% |
13/05/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 109,000 | 109,000 | 110,699 | 110,699 | 96,510 CHF | 97,617 CHF | 100.00% | 100.00% |
10/05/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 111,000 | 111,000 | 109,505 | 109,505 | 97,271 CHF | 98,366 CHF | 100.00% | 100.00% |
08/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 111,000 | 111,000 | 110,982 | 110,982 | 97,581 CHF | 98,691 CHF | 99.06% | 99.06% |
07/05/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 111,000 | 111,000 | 110,994 | 110,994 | 96,679 CHF | 97,789 CHF | 99.66% | 99.66% |
06/05/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 111,000 | 111,000 | 112,039 | 112,039 | 95,724 CHF | 96,844 CHF | 100.00% | 100.00% |
03/05/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 113,000 | 113,000 | 112,782 | 112,782 | 96,202 CHF | 97,330 CHF | 99.99% | 99.99% |
02/05/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 113,000 | 113,000 | 111,314 | 111,314 | 96,461 CHF | 97,574 CHF | 100.00% | 100.00% |
30/04/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 113,000 | 113,000 | 112,921 | 112,921 | 95,288 CHF | 96,418 CHF | 100.00% | 100.00% |
29/04/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 113,000 | 113,000 | 112,276 | 112,276 | 96,104 CHF | 97,227 CHF | 99.57% | 99.57% |