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 | 0.85% | 1.18 CHF | 1.19 CHF | 28,000 | 28,000 | 27,998 | 27,998 | 32,967 CHF | 33,247 CHF | 99.98% | 99.98% |
13/05/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 28,000 | 28,000 | 28,311 | 28,311 | 32,639 CHF | 32,922 CHF | 100.00% | 100.00% |
10/05/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 29,000 | 29,000 | 29,101 | 29,101 | 30,559 CHF | 30,850 CHF | 100.00% | 100.00% |
08/05/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 30,000 | 30,000 | 30,250 | 30,250 | 27,931 CHF | 28,234 CHF | 99.25% | 99.25% |
07/05/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 31,000 | 31,000 | 31,147 | 31,147 | 25,636 CHF | 25,948 CHF | 97.36% | 97.36% |
06/05/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 26,309 CHF | 26,619 CHF | 98.38% | 98.38% |
03/05/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 26,352 CHF | 26,662 CHF | 99.99% | 99.99% |
02/05/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 31,000 | 31,000 | 31,032 | 31,032 | 25,705 CHF | 26,016 CHF | 100.00% | 100.00% |
30/04/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 31,000 | 31,000 | 30,972 | 30,972 | 27,098 CHF | 27,408 CHF | 100.00% | 100.00% |
29/04/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 26,495 CHF | 26,805 CHF | 99.99% | 99.99% |