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 | 1.22% | 1.63 CHF | 1.65 CHF | 41,000 | 41,000 | 40,581 | 40,581 | 67,019 CHF | 67,832 CHF | 100.00% | 100.00% |
10/05/2024 | 1.23% | 1.65 CHF | 1.67 CHF | 41,000 | 41,000 | 40,648 | 40,648 | 66,170 CHF | 66,983 CHF | 87.24% | 93.34% |
08/05/2024 | 1.35% | 1.54 CHF | 1.56 CHF | 41,000 | 41,000 | 41,354 | 41,354 | 60,861 CHF | 61,688 CHF | 99.47% | 99.47% |
07/05/2024 | 1.54% | 1.35 CHF | 1.37 CHF | 42,000 | 42,000 | 41,586 | 41,586 | 54,291 CHF | 55,124 CHF | 99.49% | 99.49% |
06/05/2024 | 1.45% | 1.29 CHF | 1.31 CHF | 42,000 | 42,000 | 41,529 | 41,529 | 57,599 CHF | 58,431 CHF | 97.55% | 97.55% |
03/05/2024 | 1.46% | 1.34 CHF | 1.36 CHF | 42,000 | 42,000 | 41,842 | 41,842 | 56,988 CHF | 57,825 CHF | 97.28% | 97.91% |
02/05/2024 | 1.49% | 1.33 CHF | 1.35 CHF | 42,000 | 42,000 | 41,870 | 41,870 | 55,996 CHF | 56,834 CHF | 99.45% | 99.45% |
30/04/2024 | 1.40% | 1.39 CHF | 1.41 CHF | 42,000 | 42,000 | 41,734 | 41,734 | 59,517 CHF | 60,352 CHF | 98.94% | 98.94% |
29/04/2024 | 1.41% | 1.38 CHF | 1.40 CHF | 42,000 | 42,000 | 41,530 | 41,530 | 59,295 CHF | 60,127 CHF | 98.28% | 98.28% |
26/04/2024 | 1.37% | 1.45 CHF | 1.47 CHF | 42,000 | 42,000 | 41,785 | 41,785 | 60,713 CHF | 61,549 CHF | 99.43% | 99.43% |