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 | 0.88% | 1.13 CHF | 1.14 CHF | 24,700 | 24,700 | 24,143 | 24,143 | 27,316 CHF | 27,557 CHF | 100.00% | 100.00% |
13/05/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 25,100 | 25,100 | 24,997 | 24,997 | 26,972 CHF | 27,222 CHF | 100.00% | 100.00% |
10/05/2024 | 0.91% | 1.04 CHF | 1.05 CHF | 24,800 | 24,800 | 24,698 | 24,698 | 27,030 CHF | 27,277 CHF | 100.00% | 100.00% |
08/05/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 24,800 | 24,800 | 24,694 | 24,694 | 24,624 CHF | 24,870 CHF | 99.06% | 99.06% |
07/05/2024 | 0.94% | 1.03 CHF | 1.04 CHF | 23,900 | 23,900 | 23,799 | 23,799 | 25,317 CHF | 25,555 CHF | 97.67% | 97.67% |
06/05/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 25,300 | 25,300 | 25,149 | 25,149 | 28,406 CHF | 28,658 CHF | 100.00% | 100.00% |
03/05/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 24,900 | 24,900 | 24,797 | 24,797 | 25,965 CHF | 26,213 CHF | 99.98% | 99.98% |
02/05/2024 | 0.99% | 1.06 CHF | 1.07 CHF | 27,200 | 27,200 | 27,088 | 27,088 | 27,319 CHF | 27,590 CHF | 99.99% | 99.99% |
30/04/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 27,100 | 27,100 | 25,893 | 25,893 | 25,649 CHF | 25,908 CHF | 100.00% | 100.00% |
29/04/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 26,700 | 26,700 | 27,713 | 27,713 | 26,403 CHF | 26,680 CHF | 100.00% | 100.00% |