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 | 1.19% | 0.85 CHF | 0.86 CHF | 79,900 | 79,900 | 79,660 | 79,660 | 67,148 CHF | 67,945 CHF | 98.83% | 98.83% |
13/05/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 80,100 | 80,100 | 78,904 | 78,904 | 67,179 CHF | 67,969 CHF | 99.50% | 99.50% |
10/05/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 81,100 | 81,100 | 80,372 | 80,372 | 65,766 CHF | 66,570 CHF | 99.26% | 99.26% |
08/05/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 83,600 | 83,600 | 83,204 | 83,204 | 63,656 CHF | 64,489 CHF | 98.84% | 98.84% |
07/05/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 80,500 | 80,500 | 80,025 | 80,025 | 65,819 CHF | 66,620 CHF | 99.74% | 99.74% |
06/05/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 82,000 | 82,000 | 80,188 | 80,188 | 65,155 CHF | 65,958 CHF | 98.46% | 98.46% |
03/05/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 80,600 | 80,600 | 80,766 | 80,766 | 66,120 CHF | 66,927 CHF | 98.57% | 98.57% |
02/05/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 84,200 | 84,200 | 84,433 | 84,433 | 62,443 CHF | 63,288 CHF | 99.19% | 99.19% |
30/04/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 86,000 | 86,000 | 84,349 | 84,349 | 62,126 CHF | 62,970 CHF | 99.58% | 99.58% |
29/04/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 84,500 | 84,500 | 83,881 | 83,881 | 61,890 CHF | 62,730 CHF | 99.77% | 99.77% |