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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 109,000 | 109,000 | 108,583 | 108,583 | 102,757 CHF | 103,843 CHF | 99.15% | 99.15% |
07/05/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 109,000 | 109,000 | 109,975 | 109,975 | 107,821 CHF | 108,921 CHF | 99.83% | 99.83% |
06/05/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 111,000 | 111,000 | 111,000 | 111,000 | 111,684 CHF | 112,794 CHF | 100.00% | 100.00% |
03/05/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 111,000 | 111,000 | 112,176 | 112,176 | 116,256 CHF | 117,377 CHF | 99.98% | 99.98% |
02/05/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 114,000 | 114,000 | 113,992 | 113,992 | 122,777 CHF | 123,917 CHF | 100.00% | 100.00% |
30/04/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 114,000 | 114,000 | 113,685 | 113,685 | 121,546 CHF | 122,683 CHF | 100.00% | 100.00% |
29/04/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 113,000 | 113,000 | 112,302 | 112,302 | 116,985 CHF | 118,108 CHF | 100.00% | 100.00% |
26/04/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 113,000 | 113,000 | 113,831 | 113,831 | 122,607 CHF | 123,745 CHF | 99.44% | 99.44% |
25/04/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 117,000 | 117,000 | 116,142 | 116,142 | 130,809 CHF | 131,971 CHF | 100.00% | 100.00% |
24/04/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 116,000 | 116,000 | 116,375 | 116,375 | 131,497 CHF | 132,661 CHF | 99.67% | 99.67% |