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 | 0.71% | 1.27 CHF | 1.28 CHF | 21,300 | 21,300 | 21,463 | 21,463 | 30,315 CHF | 30,530 CHF | 100.00% | 100.00% |
14/05/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 20,500 | 20,500 | 20,036 | 20,036 | 24,224 CHF | 24,425 CHF | 99.99% | 99.99% |
13/05/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 19,900 | 19,900 | 19,818 | 19,818 | 25,106 CHF | 25,304 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 1.32 CHF | 1.33 CHF | 20,200 | 20,200 | 20,117 | 20,117 | 25,104 CHF | 25,306 CHF | 100.00% | 100.00% |
08/05/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 20,200 | 20,200 | 20,114 | 20,114 | 27,512 CHF | 27,714 CHF | 99.06% | 99.06% |
07/05/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 21,400 | 21,400 | 21,309 | 21,309 | 27,445 CHF | 27,658 CHF | 97.66% | 97.66% |
06/05/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 19,300 | 19,300 | 19,186 | 19,186 | 23,106 CHF | 23,298 CHF | 100.00% | 100.00% |
03/05/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 19,900 | 19,900 | 19,818 | 19,818 | 26,014 CHF | 26,212 CHF | 99.98% | 99.98% |
02/05/2024 | 0.72% | 1.30 CHF | 1.31 CHF | 16,700 | 16,700 | 16,631 | 16,631 | 22,951 CHF | 23,117 CHF | 99.99% | 99.99% |
30/04/2024 | 0.70% | 1.48 CHF | 1.49 CHF | 18,900 | 18,900 | 18,091 | 18,091 | 25,807 CHF | 25,988 CHF | 100.00% | 100.00% |