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 | 1.01% | 0.99 CHF | 1.00 CHF | 28,000 | 28,000 | 27,997 | 27,997 | 27,722 CHF | 28,002 CHF | 100.00% | 100.00% |
13/05/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 28,000 | 28,000 | 28,311 | 28,311 | 28,724 CHF | 29,007 CHF | 100.00% | 100.00% |
10/05/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 29,000 | 29,000 | 29,101 | 29,101 | 32,506 CHF | 32,797 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 30,000 | 30,000 | 30,249 | 30,249 | 37,592 CHF | 37,895 CHF | 99.25% | 99.25% |
07/05/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 31,000 | 31,000 | 31,150 | 31,150 | 41,786 CHF | 42,097 CHF | 97.17% | 97.17% |
06/05/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 40,794 CHF | 41,104 CHF | 98.43% | 98.43% |
03/05/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 40,861 CHF | 41,171 CHF | 100.00% | 100.00% |
02/05/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 31,000 | 31,000 | 31,033 | 31,033 | 41,554 CHF | 41,864 CHF | 100.00% | 100.00% |
30/04/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 31,000 | 31,000 | 30,979 | 30,979 | 40,111 CHF | 40,421 CHF | 100.00% | 100.00% |
29/04/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 40,784 CHF | 41,094 CHF | 99.99% | 99.99% |