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 | 0.78% | 1.29 CHF | 1.30 CHF | 28,000 | 28,000 | 28,311 | 28,311 | 35,954 CHF | 36,238 CHF | 100.00% | 100.00% |
10/05/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 29,000 | 29,000 | 29,101 | 29,101 | 33,968 CHF | 34,259 CHF | 100.00% | 100.00% |
08/05/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 30,000 | 30,000 | 30,249 | 30,249 | 31,463 CHF | 31,766 CHF | 99.25% | 99.25% |
07/05/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 31,000 | 31,000 | 31,129 | 31,129 | 29,245 CHF | 29,556 CHF | 97.36% | 97.36% |
06/05/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 29,982 CHF | 30,292 CHF | 98.38% | 98.38% |
03/05/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 29,961 CHF | 30,271 CHF | 100.00% | 100.00% |
02/05/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 31,000 | 31,000 | 31,032 | 31,032 | 29,359 CHF | 29,670 CHF | 99.99% | 99.99% |
30/04/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 31,000 | 31,000 | 30,978 | 30,978 | 30,729 CHF | 31,039 CHF | 100.00% | 100.00% |
29/04/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 30,132 CHF | 30,442 CHF | 99.99% | 99.99% |
26/04/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 31,000 | 31,000 | 31,162 | 31,162 | 29,156 CHF | 29,468 CHF | 98.65% | 98.65% |