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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 183,365 CHF | 184,360 CHF | 100.00% | 100.00% |
10/05/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 179,394 CHF | 180,398 CHF | 100.00% | 100.00% |
08/05/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 102,000 | 102,000 | 101,546 | 101,546 | 177,458 CHF | 178,473 CHF | 98.83% | 98.83% |
07/05/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 98,000 | 98,000 | 99,119 | 99,119 | 185,769 CHF | 186,761 CHF | 97.85% | 97.85% |
06/05/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 186,202 CHF | 187,193 CHF | 100.00% | 100.00% |
03/05/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 183,034 CHF | 184,030 CHF | 100.00% | 100.00% |
02/05/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 182,482 CHF | 183,478 CHF | 100.00% | 100.00% |
30/04/2024 | 0.52% | 1.85 CHF | 1.86 CHF | 100,000 | 100,000 | 98,165 | 98,165 | 187,779 CHF | 188,761 CHF | 99.99% | 99.99% |
29/04/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 96,000 | 96,000 | 95,585 | 95,585 | 198,524 CHF | 199,480 CHF | 100.00% | 100.00% |
26/04/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 96,000 | 96,000 | 95,613 | 95,613 | 193,755 CHF | 194,711 CHF | 99.61% | 99.61% |