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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 109,000 | 109,000 | 109,976 | 109,976 | 153,847 CHF | 154,948 CHF | 99.82% | 99.82% |
06/05/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 111,000 | 111,000 | 111,000 | 111,000 | 158,088 CHF | 159,198 CHF | 100.00% | 100.00% |
03/05/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 111,000 | 111,000 | 112,175 | 112,175 | 163,179 CHF | 164,300 CHF | 100.00% | 100.00% |
02/05/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 114,000 | 114,000 | 113,993 | 113,993 | 170,450 CHF | 171,590 CHF | 100.00% | 100.00% |
30/04/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 114,000 | 114,000 | 113,700 | 113,700 | 169,142 CHF | 170,280 CHF | 100.00% | 100.00% |
29/04/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 113,000 | 113,000 | 112,302 | 112,302 | 163,975 CHF | 165,098 CHF | 100.00% | 100.00% |
26/04/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 113,000 | 113,000 | 113,831 | 113,831 | 170,235 CHF | 171,373 CHF | 99.44% | 99.44% |
25/04/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 117,000 | 117,000 | 116,142 | 116,142 | 179,433 CHF | 180,595 CHF | 100.00% | 100.00% |
24/04/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 116,000 | 116,000 | 116,374 | 116,374 | 180,188 CHF | 181,352 CHF | 99.67% | 99.67% |
23/04/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 116,000 | 116,000 | 116,056 | 116,056 | 178,996 CHF | 180,157 CHF | 100.00% | 100.00% |