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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 230,000 | 230,000 | 233,073 | 233,073 | 227,589 CHF | 229,920 CHF | 100.00% | 100.00% |
10/05/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 235,000 | 235,000 | 230,319 | 230,319 | 228,648 CHF | 230,951 CHF | 100.00% | 100.00% |
08/05/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 235,000 | 235,000 | 233,982 | 233,982 | 215,754 CHF | 218,094 CHF | 99.15% | 99.15% |
07/05/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 235,000 | 235,000 | 233,873 | 233,873 | 216,504 CHF | 218,844 CHF | 99.83% | 99.83% |
06/05/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 219,402 CHF | 221,743 CHF | 100.00% | 100.00% |
03/05/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 235,000 | 235,000 | 234,043 | 234,043 | 217,787 CHF | 220,128 CHF | 99.98% | 99.98% |
02/05/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 235,000 | 235,000 | 234,030 | 234,030 | 219,504 CHF | 221,844 CHF | 99.92% | 99.92% |
30/04/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 235,000 | 235,000 | 234,628 | 234,628 | 213,250 CHF | 215,597 CHF | 99.73% | 99.73% |
29/04/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 235,000 | 235,000 | 233,983 | 233,983 | 224,753 CHF | 227,093 CHF | 100.00% | 100.00% |
26/04/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 235,000 | 235,000 | 234,025 | 234,025 | 221,756 CHF | 224,096 CHF | 99.36% | 99.36% |