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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 832,700 | 832,700 | 832,700 | 832,700 | 833,754 CHF | 842,081 CHF | 100.00% | 100.00% |
10/05/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 857,500 | 857,500 | 857,500 | 857,500 | 869,031 CHF | 877,606 CHF | 100.00% | 100.00% |
08/05/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 896,400 | 896,400 | 896,285 | 896,285 | 849,778 CHF | 858,742 CHF | 99.67% | 99.67% |
07/05/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 948,600 | 948,600 | 948,355 | 948,355 | 849,073 CHF | 858,559 CHF | 99.69% | 99.69% |
06/05/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 983,200 | 983,200 | 983,200 | 983,200 | 838,826 CHF | 848,658 CHF | 100.00% | 100.00% |
03/05/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 1,011,600 | 1,011,600 | 1,011,600 | 1,011,600 | 833,609 CHF | 843,725 CHF | 99.90% | 99.90% |
02/05/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 979,900 | 979,900 | 979,900 | 979,900 | 792,649 CHF | 802,448 CHF | 99.59% | 99.59% |
30/04/2024 | 1.15% | 0.83 CHF | 0.84 CHF | 922,800 | 922,800 | 922,320 | 922,320 | 800,715 CHF | 809,943 CHF | 100.00% | 100.00% |
29/04/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 899,200 | 899,200 | 899,014 | 899,014 | 819,452 CHF | 828,444 CHF | 99.64% | 99.64% |
26/04/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 965,100 | 965,100 | 964,950 | 964,950 | 863,374 CHF | 873,024 CHF | 99.66% | 99.66% |