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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 230,000 | 230,000 | 230,034 | 230,034 | 194,164 CHF | 196,465 CHF | 99.98% | 99.98% |
13/05/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 230,000 | 230,000 | 233,073 | 233,073 | 195,758 CHF | 198,089 CHF | 99.99% | 99.99% |
10/05/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 235,000 | 235,000 | 230,319 | 230,319 | 197,135 CHF | 199,438 CHF | 99.87% | 99.87% |
08/05/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 235,000 | 235,000 | 233,980 | 233,980 | 183,275 CHF | 185,615 CHF | 99.15% | 99.15% |
07/05/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 235,000 | 235,000 | 233,874 | 233,874 | 184,530 CHF | 186,870 CHF | 99.83% | 99.83% |
06/05/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 187,261 CHF | 189,601 CHF | 99.97% | 99.97% |
03/05/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 235,000 | 235,000 | 234,043 | 234,043 | 185,962 CHF | 188,302 CHF | 99.97% | 99.97% |
02/05/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 235,000 | 235,000 | 234,028 | 234,028 | 187,038 CHF | 189,378 CHF | 99.81% | 99.81% |
30/04/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 235,000 | 235,000 | 234,634 | 234,634 | 181,076 CHF | 183,424 CHF | 99.85% | 99.85% |
29/04/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 235,000 | 235,000 | 233,984 | 233,984 | 192,839 CHF | 195,179 CHF | 100.00% | 100.00% |