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 | 0.85% | 1.17 CHF | 1.18 CHF | 109,000 | 109,000 | 108,583 | 108,583 | 126,959 CHF | 128,045 CHF | 99.15% | 99.15% |
07/05/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 109,000 | 109,000 | 109,977 | 109,977 | 132,339 CHF | 133,439 CHF | 99.82% | 99.82% |
06/05/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 111,000 | 111,000 | 111,000 | 111,000 | 136,343 CHF | 137,453 CHF | 100.00% | 100.00% |
03/05/2024 | 0.79% | 1.23 CHF | 1.24 CHF | 111,000 | 111,000 | 112,175 | 112,175 | 141,163 CHF | 142,285 CHF | 99.99% | 99.99% |
02/05/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 114,000 | 114,000 | 113,992 | 113,992 | 148,180 CHF | 149,320 CHF | 99.99% | 99.99% |
30/04/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 114,000 | 114,000 | 113,700 | 113,700 | 146,901 CHF | 148,038 CHF | 100.00% | 100.00% |
29/04/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 113,000 | 113,000 | 112,302 | 112,302 | 142,054 CHF | 143,177 CHF | 99.99% | 99.99% |
26/04/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 113,000 | 113,000 | 113,832 | 113,832 | 148,060 CHF | 149,198 CHF | 99.44% | 99.44% |
25/04/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 117,000 | 117,000 | 116,142 | 116,142 | 156,727 CHF | 157,888 CHF | 99.99% | 99.99% |
24/04/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 116,000 | 116,000 | 116,374 | 116,374 | 157,504 CHF | 158,668 CHF | 99.67% | 99.67% |