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 | 1.58% | 1.25 CHF | 1.27 CHF | 41,000 | 41,000 | 40,579 | 40,579 | 51,539 CHF | 52,351 CHF | 100.00% | 100.00% |
10/05/2024 | 1.61% | 1.27 CHF | 1.29 CHF | 41,000 | 41,000 | 40,677 | 40,677 | 50,653 CHF | 51,468 CHF | 87.08% | 93.23% |
08/05/2024 | 1.83% | 1.16 CHF | 1.18 CHF | 41,000 | 41,000 | 41,417 | 41,417 | 45,088 CHF | 45,917 CHF | 99.42% | 99.42% |
07/05/2024 | 2.17% | 0.97 CHF | 0.99 CHF | 42,000 | 42,000 | 41,581 | 41,581 | 38,410 CHF | 39,243 CHF | 99.43% | 99.43% |
06/05/2024 | 2.00% | 0.91 CHF | 0.93 CHF | 42,000 | 42,000 | 41,501 | 41,501 | 41,710 CHF | 42,542 CHF | 97.30% | 97.30% |
03/05/2024 | 2.03% | 0.95 CHF | 0.97 CHF | 42,000 | 42,000 | 41,842 | 41,842 | 40,900 CHF | 41,737 CHF | 97.29% | 97.29% |
02/05/2024 | 2.08% | 0.95 CHF | 0.97 CHF | 42,000 | 42,000 | 41,886 | 41,886 | 40,050 CHF | 40,888 CHF | 99.45% | 99.45% |
30/04/2024 | 1.91% | 1.01 CHF | 1.03 CHF | 42,000 | 42,000 | 41,743 | 41,743 | 43,523 CHF | 44,358 CHF | 99.00% | 99.00% |
29/04/2024 | 1.92% | 1.00 CHF | 1.02 CHF | 42,000 | 42,000 | 41,529 | 41,529 | 43,441 CHF | 44,272 CHF | 98.23% | 98.23% |
26/04/2024 | 1.87% | 1.07 CHF | 1.09 CHF | 42,000 | 42,000 | 41,522 | 41,522 | 44,446 CHF | 45,277 CHF | 99.75% | 99.75% |