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 | 0.75% | 1.28 CHF | 1.29 CHF | 46,000 | 46,000 | 45,963 | 45,963 | 61,985 CHF | 62,445 CHF | 100.00% | 100.00% |
14/05/2024 | 0.67% | 1.55 CHF | 1.56 CHF | 48,000 | 48,000 | 47,222 | 47,222 | 71,388 CHF | 71,860 CHF | 99.32% | 99.32% |
13/05/2024 | 0.71% | 1.44 CHF | 1.45 CHF | 47,000 | 47,000 | 46,514 | 46,514 | 66,096 CHF | 66,562 CHF | 100.00% | 100.00% |
10/05/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 46,000 | 46,000 | 45,690 | 45,690 | 61,477 CHF | 61,935 CHF | 93.39% | 99.50% |
08/05/2024 | 0.73% | 1.41 CHF | 1.42 CHF | 46,000 | 46,000 | 45,936 | 45,936 | 63,206 CHF | 63,665 CHF | 99.40% | 99.40% |
07/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 46,000 | 46,000 | 45,880 | 45,880 | 66,212 CHF | 66,671 CHF | 99.75% | 99.75% |
06/05/2024 | 0.70% | 1.47 CHF | 1.48 CHF | 47,000 | 47,000 | 45,634 | 45,634 | 65,712 CHF | 66,169 CHF | 98.68% | 98.68% |
03/05/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 46,000 | 46,000 | 45,780 | 45,780 | 66,064 CHF | 66,522 CHF | 97.72% | 98.35% |
02/05/2024 | 0.68% | 1.51 CHF | 1.52 CHF | 47,000 | 47,000 | 46,609 | 46,609 | 68,576 CHF | 69,042 CHF | 99.50% | 99.50% |
30/04/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 47,000 | 47,000 | 46,874 | 46,874 | 70,766 CHF | 71,235 CHF | 99.42% | 99.42% |