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 | 1.12% | 1.76 CHF | 1.78 CHF | 73,000 | 73,000 | 72,594 | 72,594 | 129,451 CHF | 130,903 CHF | 99.85% | 99.85% |
10/05/2024 | 1.11% | 1.77 CHF | 1.79 CHF | 73,000 | 73,000 | 72,603 | 72,603 | 129,660 CHF | 131,112 CHF | 100.00% | 100.00% |
08/05/2024 | 1.12% | 1.77 CHF | 1.79 CHF | 73,000 | 73,000 | 72,727 | 72,727 | 129,012 CHF | 130,467 CHF | 98.93% | 98.93% |
07/05/2024 | 1.17% | 1.71 CHF | 1.73 CHF | 74,000 | 74,000 | 73,672 | 73,672 | 125,396 CHF | 126,870 CHF | 99.88% | 99.88% |
06/05/2024 | 1.41% | 1.42 CHF | 1.44 CHF | 78,000 | 78,000 | 77,930 | 77,930 | 109,399 CHF | 110,958 CHF | 100.00% | 100.00% |
03/05/2024 | 1.16% | 1.34 CHF | 1.36 CHF | 79,000 | 79,000 | 79,734 | 79,734 | 103,365 CHF | 104,578 CHF | 99.98% | 99.98% |
02/05/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 82,000 | 82,000 | 81,293 | 81,293 | 97,519 CHF | 98,332 CHF | 98.55% | 98.55% |
30/04/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 81,000 | 81,000 | 80,617 | 80,617 | 100,870 CHF | 101,677 CHF | 100.00% | 100.00% |
29/04/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 80,000 | 80,000 | 80,253 | 80,253 | 101,361 CHF | 102,164 CHF | 100.00% | 100.00% |
26/04/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 81,000 | 81,000 | 81,177 | 81,177 | 98,558 CHF | 99,369 CHF | 99.42% | 99.42% |