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 | 0.99% | 0.99 CHF | 1.00 CHF | 41,000 | 41,000 | 40,745 | 40,745 | 41,432 CHF | 41,840 CHF | 98.94% | 98.94% |
13/05/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 41,000 | 41,000 | 40,585 | 40,585 | 41,367 CHF | 41,773 CHF | 100.00% | 100.00% |
10/05/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 41,000 | 41,000 | 40,646 | 40,646 | 40,408 CHF | 40,815 CHF | 87.38% | 93.55% |
08/05/2024 | 1.19% | 0.91 CHF | 0.92 CHF | 41,000 | 41,000 | 41,393 | 41,393 | 34,702 CHF | 35,116 CHF | 99.50% | 99.50% |
07/05/2024 | 1.49% | 0.72 CHF | 0.73 CHF | 42,000 | 42,000 | 41,576 | 41,579 | 27,978 CHF | 28,397 CHF | 99.50% | 99.50% |
06/05/2024 | 1.34% | 0.66 CHF | 0.67 CHF | 42,000 | 42,000 | 41,533 | 41,531 | 31,321 CHF | 31,735 CHF | 97.70% | 97.70% |
03/05/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 42,000 | 42,000 | 41,842 | 41,842 | 30,414 CHF | 30,832 CHF | 97.26% | 97.26% |
02/05/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 42,000 | 42,000 | 41,867 | 41,867 | 29,562 CHF | 29,981 CHF | 99.01% | 99.01% |
30/04/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 42,000 | 42,000 | 41,675 | 41,675 | 33,013 CHF | 33,430 CHF | 98.94% | 98.94% |
29/04/2024 | 1.26% | 0.75 CHF | 0.76 CHF | 42,000 | 42,000 | 41,529 | 41,529 | 33,056 CHF | 33,472 CHF | 98.30% | 98.30% |