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 | 1.31% | 0.78 CHF | 0.79 CHF | 103,000 | 103,000 | 105,420 | 105,420 | 79,914 CHF | 80,969 CHF | 100.00% | 100.00% |
13/05/2024 | 1.48% | 0.70 CHF | 0.71 CHF | 109,000 | 109,000 | 110,699 | 110,699 | 74,473 CHF | 75,580 CHF | 100.00% | 100.00% |
10/05/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 111,000 | 111,000 | 109,503 | 109,503 | 75,389 CHF | 76,484 CHF | 100.00% | 100.00% |
08/05/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 111,000 | 111,000 | 110,981 | 110,981 | 76,233 CHF | 77,343 CHF | 99.06% | 99.06% |
07/05/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 111,000 | 111,000 | 110,996 | 110,996 | 75,253 CHF | 76,363 CHF | 99.66% | 99.66% |
06/05/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 111,000 | 111,000 | 112,039 | 112,039 | 74,153 CHF | 75,273 CHF | 100.00% | 100.00% |
03/05/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 113,000 | 113,000 | 112,782 | 112,782 | 74,438 CHF | 75,566 CHF | 100.00% | 100.00% |
02/05/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 113,000 | 113,000 | 111,314 | 111,314 | 74,800 CHF | 75,913 CHF | 100.00% | 100.00% |
30/04/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 113,000 | 113,000 | 112,921 | 112,921 | 73,306 CHF | 74,436 CHF | 100.00% | 100.00% |
29/04/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 113,000 | 113,000 | 112,276 | 112,276 | 74,298 CHF | 75,421 CHF | 99.57% | 99.57% |