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 | 1.25% | 0.79 CHF | 0.80 CHF | 330,000 | 330,000 | 329,236 | 329,236 | 263,295 CHF | 266,595 CHF | 99.98% | 99.98% |
14/05/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 330,000 | 330,000 | 338,038 | 338,038 | 282,702 CHF | 286,083 CHF | 100.00% | 100.00% |
13/05/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 264,701 CHF | 268,001 CHF | 99.88% | 99.88% |
10/05/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 267,447 CHF | 270,747 CHF | 100.00% | 100.00% |
08/05/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 288,512 CHF | 291,912 CHF | 98.62% | 98.62% |
07/05/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 340,000 | 340,000 | 339,854 | 339,854 | 294,755 CHF | 298,155 CHF | 99.76% | 99.76% |
06/05/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 340,000 | 340,000 | 340,583 | 340,583 | 301,149 CHF | 304,555 CHF | 100.00% | 100.00% |
03/05/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 350,000 | 350,000 | 348,981 | 348,981 | 318,413 CHF | 321,903 CHF | 99.77% | 99.77% |
02/05/2024 | 1.12% | 0.93 CHF | 0.94 CHF | 350,000 | 350,000 | 342,900 | 342,900 | 303,671 CHF | 307,100 CHF | 98.58% | 98.58% |
30/04/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 340,000 | 340,000 | 339,761 | 339,761 | 295,512 CHF | 298,912 CHF | 100.00% | 100.00% |