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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 1.37% | 1.39 CHF | 1.41 CHF | 94,000 | 94,000 | 94,927 | 94,927 | 138,977 CHF | 140,880 CHF | 100.00% | 100.00% |
14/05/2024 | 1.22% | 1.66 CHF | 1.68 CHF | 99,000 | 99,000 | 98,279 | 98,279 | 159,801 CHF | 161,767 CHF | 99.99% | 99.99% |
13/05/2024 | 1.29% | 1.56 CHF | 1.58 CHF | 97,000 | 97,000 | 96,596 | 96,596 | 148,258 CHF | 150,190 CHF | 99.86% | 99.86% |
10/05/2024 | 1.36% | 1.48 CHF | 1.50 CHF | 95,000 | 95,000 | 94,271 | 94,271 | 137,640 CHF | 139,526 CHF | 100.00% | 100.00% |
08/05/2024 | 1.33% | 1.52 CHF | 1.54 CHF | 96,000 | 96,000 | 95,037 | 95,037 | 141,594 CHF | 143,495 CHF | 98.93% | 98.93% |
07/05/2024 | 1.28% | 1.53 CHF | 1.55 CHF | 96,000 | 96,000 | 95,961 | 95,961 | 149,362 CHF | 151,282 CHF | 99.76% | 99.76% |
06/05/2024 | 1.28% | 1.58 CHF | 1.60 CHF | 97,000 | 97,000 | 96,059 | 96,059 | 149,125 CHF | 151,046 CHF | 100.00% | 100.00% |
03/05/2024 | 1.28% | 1.55 CHF | 1.57 CHF | 96,000 | 96,000 | 95,960 | 95,960 | 149,232 CHF | 151,151 CHF | 99.98% | 99.98% |
02/05/2024 | 1.26% | 1.62 CHF | 1.64 CHF | 97,000 | 97,000 | 96,516 | 96,516 | 152,761 CHF | 154,691 CHF | 98.57% | 98.57% |
30/04/2024 | 1.23% | 1.64 CHF | 1.66 CHF | 98,000 | 98,000 | 97,212 | 97,212 | 157,608 CHF | 159,554 CHF | 100.00% | 100.00% |