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 | 1.27% | 0.81 CHF | 0.82 CHF | 103,000 | 103,000 | 105,422 | 105,422 | 82,809 CHF | 83,864 CHF | 99.99% | 99.99% |
13/05/2024 | 1.42% | 0.73 CHF | 0.74 CHF | 109,000 | 109,000 | 110,699 | 110,699 | 77,450 CHF | 78,557 CHF | 100.00% | 100.00% |
10/05/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 111,000 | 111,000 | 109,504 | 109,504 | 78,437 CHF | 79,532 CHF | 100.00% | 100.00% |
08/05/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 111,000 | 111,000 | 110,980 | 110,980 | 78,615 CHF | 79,725 CHF | 99.06% | 99.06% |
07/05/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 111,000 | 111,000 | 110,995 | 110,995 | 77,599 CHF | 78,709 CHF | 99.66% | 99.66% |
06/05/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 111,000 | 111,000 | 112,039 | 112,039 | 76,507 CHF | 77,627 CHF | 100.00% | 100.00% |
03/05/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 113,000 | 113,000 | 112,782 | 112,782 | 77,396 CHF | 78,524 CHF | 100.00% | 100.00% |
02/05/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 113,000 | 113,000 | 111,314 | 111,314 | 77,805 CHF | 78,918 CHF | 100.00% | 100.00% |
30/04/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 113,000 | 113,000 | 112,922 | 112,922 | 76,391 CHF | 77,521 CHF | 99.99% | 99.99% |
29/04/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 113,000 | 113,000 | 112,276 | 112,276 | 77,252 CHF | 78,375 CHF | 99.57% | 99.57% |