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 | 0.59% | 1.67 CHF | 1.68 CHF | 193,100 | 193,100 | 85,858 | 85,858 | 147,223 CHF | 148,084 CHF | 100.00% | 100.00% |
10/05/2024 | 0.56% | 1.73 CHF | 1.74 CHF | 182,600 | 182,600 | 81,169 | 81,169 | 146,897 CHF | 147,710 CHF | 100.00% | 100.00% |
08/05/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 185,000 | 185,000 | 81,657 | 81,657 | 142,747 CHF | 143,565 CHF | 98.99% | 98.99% |
07/05/2024 | 0.58% | 1.81 CHF | 1.82 CHF | 183,000 | 183,000 | 83,501 | 83,501 | 148,291 CHF | 149,127 CHF | 97.82% | 97.82% |
06/05/2024 | 0.61% | 1.70 CHF | 1.71 CHF | 196,800 | 196,800 | 88,103 | 88,103 | 146,304 CHF | 147,186 CHF | 100.00% | 100.00% |
03/05/2024 | 0.63% | 1.66 CHF | 1.67 CHF | 202,900 | 202,900 | 90,356 | 90,356 | 148,843 CHF | 149,748 CHF | 99.95% | 99.95% |
02/05/2024 | 0.68% | 1.53 CHF | 1.54 CHF | 230,500 | 230,500 | 103,795 | 103,795 | 155,060 CHF | 156,100 CHF | 99.98% | 99.98% |
30/04/2024 | - | 1.45 CHF | - CHF | 219,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
29/04/2024 | 0.67% | 1.44 CHF | 1.45 CHF | 227,500 | 227,500 | 98,223 | 98,223 | 148,546 CHF | 149,530 CHF | 99.55% | 99.55% |
26/04/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 257,500 | 257,500 | 112,515 | 112,515 | 157,871 CHF | 158,998 CHF | 99.46% | 99.46% |