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 | 1.45% | 0.67 CHF | 0.68 CHF | 110,000 | 110,000 | 112,372 | 112,372 | 77,260 CHF | 78,384 CHF | 99.98% | 99.98% |
13/05/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 116,000 | 116,000 | 117,699 | 117,699 | 89,900 CHF | 91,077 CHF | 100.00% | 100.00% |
10/05/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 118,000 | 118,000 | 116,503 | 116,503 | 87,257 CHF | 88,422 CHF | 100.00% | 100.00% |
08/05/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 118,000 | 118,000 | 117,995 | 117,995 | 88,899 CHF | 90,079 CHF | 98.99% | 98.99% |
07/05/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 118,000 | 118,000 | 117,951 | 117,951 | 89,984 CHF | 91,164 CHF | 99.66% | 99.66% |
06/05/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 118,000 | 118,000 | 119,040 | 119,040 | 92,352 CHF | 93,543 CHF | 100.00% | 100.00% |
03/05/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 120,000 | 120,000 | 119,782 | 119,782 | 92,964 CHF | 94,161 CHF | 99.99% | 99.99% |
02/05/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 120,000 | 120,000 | 118,315 | 118,315 | 90,741 CHF | 91,925 CHF | 100.00% | 100.00% |
30/04/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 120,000 | 120,000 | 119,947 | 119,947 | 94,819 CHF | 96,019 CHF | 100.00% | 100.00% |
29/04/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 120,000 | 120,000 | 119,275 | 119,275 | 92,762 CHF | 93,955 CHF | 99.57% | 99.57% |