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 | 1.05% | 1.89 CHF | 1.91 CHF | 41,000 | 41,000 | 40,572 | 40,572 | 77,617 CHF | 78,429 CHF | 100.00% | 100.00% |
10/05/2024 | 1.06% | 1.92 CHF | 1.94 CHF | 41,000 | 41,000 | 40,649 | 40,649 | 76,825 CHF | 77,638 CHF | 87.21% | 93.32% |
08/05/2024 | 1.15% | 1.80 CHF | 1.82 CHF | 41,000 | 41,000 | 41,361 | 41,361 | 71,650 CHF | 72,478 CHF | 99.45% | 99.45% |
07/05/2024 | 1.28% | 1.62 CHF | 1.64 CHF | 42,000 | 42,000 | 41,586 | 41,586 | 65,201 CHF | 66,034 CHF | 99.49% | 99.49% |
06/05/2024 | 1.22% | 1.56 CHF | 1.58 CHF | 42,000 | 42,000 | 41,500 | 41,500 | 68,444 CHF | 69,275 CHF | 97.63% | 97.63% |
03/05/2024 | 1.23% | 1.60 CHF | 1.62 CHF | 42,000 | 42,000 | 41,819 | 41,819 | 67,866 CHF | 68,703 CHF | 97.85% | 98.48% |
02/05/2024 | 1.25% | 1.59 CHF | 1.61 CHF | 42,000 | 42,000 | 41,871 | 41,871 | 66,931 CHF | 67,769 CHF | 99.52% | 99.52% |
30/04/2024 | 1.19% | 1.65 CHF | 1.67 CHF | 42,000 | 42,000 | 41,725 | 41,725 | 70,389 CHF | 71,224 CHF | 99.08% | 99.08% |
29/04/2024 | 1.19% | 1.64 CHF | 1.66 CHF | 42,000 | 42,000 | 41,530 | 41,530 | 70,139 CHF | 70,970 CHF | 98.28% | 98.28% |
26/04/2024 | 1.16% | 1.71 CHF | 1.73 CHF | 42,000 | 42,000 | 41,844 | 41,844 | 71,758 CHF | 72,595 CHF | 99.19% | 99.19% |