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 | 1.04% | 0.95 CHF | 0.96 CHF | 330,000 | 330,000 | 329,247 | 329,247 | 315,983 CHF | 319,283 CHF | 99.98% | 99.98% |
14/05/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 330,000 | 330,000 | 338,042 | 338,042 | 336,792 CHF | 340,173 CHF | 100.00% | 100.00% |
13/05/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 317,539 CHF | 320,839 CHF | 99.85% | 99.85% |
10/05/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 320,247 CHF | 323,547 CHF | 100.00% | 100.00% |
08/05/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 342,938 CHF | 346,338 CHF | 98.62% | 98.62% |
07/05/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 340,000 | 340,000 | 339,855 | 339,855 | 349,150 CHF | 352,550 CHF | 99.76% | 99.76% |
06/05/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 340,000 | 340,000 | 340,583 | 340,583 | 355,714 CHF | 359,120 CHF | 100.00% | 100.00% |
03/05/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 350,000 | 350,000 | 348,983 | 348,983 | 374,264 CHF | 377,753 CHF | 99.78% | 99.78% |
02/05/2024 | 0.95% | 1.09 CHF | 1.10 CHF | 350,000 | 350,000 | 342,899 | 342,899 | 358,563 CHF | 361,992 CHF | 98.56% | 98.56% |
30/04/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 340,000 | 340,000 | 339,752 | 339,752 | 349,874 CHF | 353,274 CHF | 100.00% | 100.00% |