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 | 1.61% | 0.61 CHF | 0.62 CHF | 80,200 | 80,200 | 78,760 | 78,760 | 49,176 CHF | 49,964 CHF | 98.83% | 98.83% |
14/05/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 79,900 | 79,900 | 79,187 | 79,187 | 48,428 CHF | 49,221 CHF | 99.45% | 99.45% |
13/05/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 80,100 | 80,100 | 78,883 | 78,883 | 48,665 CHF | 49,455 CHF | 99.50% | 99.50% |
10/05/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 81,100 | 81,100 | 80,443 | 80,443 | 47,228 CHF | 48,033 CHF | 99.18% | 99.18% |
08/05/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 83,600 | 83,600 | 83,252 | 83,252 | 44,320 CHF | 45,153 CHF | 98.99% | 98.99% |
07/05/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 80,500 | 80,500 | 79,974 | 79,974 | 47,113 CHF | 47,914 CHF | 99.66% | 99.66% |
06/05/2024 | 1.72% | 0.56 CHF | 0.57 CHF | 82,000 | 82,000 | 80,196 | 80,196 | 46,653 CHF | 47,456 CHF | 98.48% | 98.48% |
03/05/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 80,600 | 80,600 | 80,653 | 80,653 | 47,351 CHF | 48,157 CHF | 98.76% | 98.76% |
02/05/2024 | 1.96% | 0.52 CHF | 0.53 CHF | 84,200 | 84,200 | 84,314 | 84,314 | 42,833 CHF | 43,676 CHF | 98.73% | 98.73% |
30/04/2024 | 1.96% | 0.49 CHF | 0.50 CHF | 86,000 | 86,000 | 84,716 | 84,716 | 42,847 CHF | 43,694 CHF | 98.98% | 98.98% |