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 | 1.21% | 0.82 CHF | 0.83 CHF | 124,300 | 124,300 | 124,296 | 124,296 | 102,469 CHF | 103,712 CHF | 100.00% | 100.00% |
13/05/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 129,100 | 129,100 | 129,100 | 129,100 | 107,131 CHF | 108,422 CHF | 100.00% | 100.00% |
10/05/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 129,700 | 129,700 | 129,382 | 129,382 | 103,273 CHF | 104,567 CHF | 100.00% | 100.00% |
08/05/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 130,100 | 130,100 | 130,071 | 130,071 | 104,066 CHF | 105,367 CHF | 99.24% | 99.24% |
07/05/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 123,800 | 123,800 | 124,084 | 124,084 | 103,858 CHF | 105,099 CHF | 97.61% | 97.61% |
06/05/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 124,200 | 124,200 | 125,399 | 125,399 | 105,528 CHF | 106,782 CHF | 100.00% | 100.00% |
03/05/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 112,400 | 112,400 | 112,905 | 112,905 | 93,637 CHF | 94,766 CHF | 99.97% | 99.97% |
02/05/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 120,200 | 120,200 | 120,225 | 120,225 | 106,141 CHF | 107,343 CHF | 99.99% | 99.99% |
30/04/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 123,900 | 123,900 | 123,167 | 123,167 | 106,247 CHF | 107,479 CHF | 100.00% | 100.00% |
29/04/2024 | 1.22% | 0.86 CHF | 0.87 CHF | 134,400 | 134,400 | 131,961 | 131,961 | 109,505 CHF | 110,827 CHF | 99.99% | 99.99% |