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 | 1.20% | 0.81 CHF | 0.82 CHF | 28,000 | 28,000 | 28,311 | 28,311 | 23,429 CHF | 23,712 CHF | 100.00% | 100.00% |
10/05/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 29,000 | 29,000 | 29,101 | 29,101 | 27,070 CHF | 27,361 CHF | 100.00% | 100.00% |
08/05/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 30,000 | 30,000 | 30,250 | 30,250 | 31,915 CHF | 32,217 CHF | 99.25% | 99.25% |
07/05/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 31,000 | 31,000 | 31,150 | 31,150 | 35,921 CHF | 36,233 CHF | 97.17% | 97.17% |
06/05/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 35,016 CHF | 35,326 CHF | 98.43% | 98.43% |
03/05/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 35,039 CHF | 35,349 CHF | 100.00% | 100.00% |
02/05/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 31,000 | 31,000 | 31,032 | 31,032 | 35,732 CHF | 36,043 CHF | 100.00% | 100.00% |
30/04/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 31,000 | 31,000 | 30,982 | 30,982 | 34,326 CHF | 34,636 CHF | 100.00% | 100.00% |
29/04/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 34,947 CHF | 35,257 CHF | 99.99% | 99.99% |
26/04/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 31,000 | 31,000 | 31,162 | 31,162 | 36,288 CHF | 36,600 CHF | 98.65% | 98.65% |