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 | 1.30% | 1.48 CHF | 1.50 CHF | 82,300 | 82,300 | 81,720 | 81,720 | 124,725 CHF | 126,359 CHF | 99.70% | 99.70% |
13/05/2024 | 1.21% | 1.61 CHF | 1.63 CHF | 77,600 | 77,600 | 77,276 | 77,276 | 126,724 CHF | 128,269 CHF | 99.87% | 99.87% |
10/05/2024 | 1.13% | 1.73 CHF | 1.75 CHF | 75,900 | 75,900 | 75,317 | 75,317 | 132,209 CHF | 133,715 CHF | 100.00% | 100.00% |
08/05/2024 | 1.16% | 1.68 CHF | 1.70 CHF | 79,400 | 79,400 | 78,629 | 78,629 | 135,115 CHF | 136,688 CHF | 98.93% | 98.93% |
07/05/2024 | 1.21% | 1.67 CHF | 1.69 CHF | 80,200 | 80,200 | 80,214 | 80,214 | 131,351 CHF | 132,955 CHF | 99.41% | 99.41% |
06/05/2024 | 1.21% | 1.61 CHF | 1.63 CHF | 80,400 | 80,400 | 79,647 | 79,647 | 130,917 CHF | 132,510 CHF | 100.00% | 100.00% |
03/05/2024 | 1.21% | 1.65 CHF | 1.67 CHF | 82,200 | 82,200 | 82,163 | 82,108 | 134,979 CHF | 136,531 CHF | 99.95% | 99.95% |
02/05/2024 | 1.23% | 1.56 CHF | 1.58 CHF | 84,700 | 84,700 | 84,316 | 84,316 | 135,750 CHF | 137,436 CHF | 98.56% | 98.56% |
30/04/2024 | 1.27% | 1.55 CHF | 1.57 CHF | 79,600 | 79,600 | 78,960 | 78,960 | 123,954 CHF | 125,534 CHF | 100.00% | 100.00% |
29/04/2024 | 1.53% | 1.67 CHF | 1.69 CHF | 75,500 | 75,500 | 74,962 | 74,962 | 127,360 CHF | 129,328 CHF | 99.99% | 99.99% |