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 | 0.54% | 1.86 CHF | 1.87 CHF | 23,900 | 23,900 | 23,911 | 23,911 | 44,326 CHF | 44,565 CHF | 99.99% | 99.99% |
13/05/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 24,100 | 24,100 | 24,010 | 24,010 | 41,840 CHF | 42,080 CHF | 100.00% | 100.00% |
10/05/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 25,900 | 25,900 | 25,951 | 25,951 | 44,999 CHF | 45,259 CHF | 99.99% | 99.99% |
08/05/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 29,500 | 29,500 | 29,372 | 29,372 | 41,515 CHF | 41,809 CHF | 99.24% | 99.24% |
07/05/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 32,100 | 32,100 | 32,034 | 32,034 | 44,262 CHF | 44,583 CHF | 97.06% | 97.06% |
06/05/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 33,800 | 33,800 | 33,681 | 33,681 | 43,609 CHF | 43,946 CHF | 100.00% | 100.00% |
03/05/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 32,600 | 32,600 | 32,288 | 32,288 | 42,380 CHF | 42,703 CHF | 99.99% | 99.99% |
02/05/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 35,200 | 35,200 | 34,876 | 34,876 | 45,345 CHF | 45,693 CHF | 100.00% | 100.00% |
30/04/2024 | 0.79% | 1.19 CHF | 1.20 CHF | 34,100 | 34,100 | 33,458 | 33,458 | 42,017 CHF | 42,351 CHF | 99.99% | 99.99% |
29/04/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 36,800 | 36,800 | 36,818 | 36,818 | 45,220 CHF | 45,588 CHF | 100.00% | 100.00% |