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 | 0.74% | 1.35 CHF | 1.36 CHF | 28,000 | 28,000 | 27,997 | 27,997 | 37,736 CHF | 38,016 CHF | 99.98% | 99.98% |
13/05/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 28,000 | 28,000 | 28,311 | 28,311 | 38,839 CHF | 39,122 CHF | 100.00% | 100.00% |
10/05/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 29,000 | 29,000 | 29,101 | 29,101 | 42,921 CHF | 43,212 CHF | 100.00% | 100.00% |
08/05/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 30,000 | 30,000 | 30,250 | 30,250 | 48,394 CHF | 48,697 CHF | 99.25% | 99.25% |
07/05/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 31,000 | 31,000 | 31,150 | 31,150 | 52,927 CHF | 53,239 CHF | 97.17% | 97.17% |
06/05/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 51,860 CHF | 52,170 CHF | 98.43% | 98.43% |
03/05/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 51,947 CHF | 52,257 CHF | 99.97% | 99.97% |
02/05/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 31,000 | 31,000 | 31,033 | 31,033 | 52,623 CHF | 52,933 CHF | 100.00% | 100.00% |
30/04/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 31,000 | 31,000 | 30,979 | 30,979 | 51,196 CHF | 51,506 CHF | 100.00% | 100.00% |
29/04/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 51,839 CHF | 52,149 CHF | 99.99% | 99.99% |