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 | 0.67% | 1.50 CHF | 1.51 CHF | 28,000 | 28,000 | 28,311 | 28,311 | 41,958 CHF | 42,241 CHF | 100.00% | 100.00% |
10/05/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 29,000 | 29,000 | 29,101 | 29,101 | 40,135 CHF | 40,426 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 30,000 | 30,000 | 30,250 | 30,250 | 37,848 CHF | 38,150 CHF | 99.25% | 99.25% |
07/05/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 31,000 | 31,000 | 31,150 | 31,150 | 35,878 CHF | 36,190 CHF | 97.17% | 97.17% |
06/05/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 36,513 CHF | 36,823 CHF | 98.43% | 98.43% |
03/05/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 36,507 CHF | 36,817 CHF | 99.99% | 99.99% |
02/05/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 31,000 | 31,000 | 31,032 | 31,032 | 35,912 CHF | 36,222 CHF | 100.00% | 100.00% |
30/04/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 31,000 | 31,000 | 30,978 | 30,978 | 37,262 CHF | 37,572 CHF | 100.00% | 100.00% |
29/04/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 36,676 CHF | 36,986 CHF | 99.99% | 99.99% |
26/04/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 31,000 | 31,000 | 31,162 | 31,162 | 35,745 CHF | 36,057 CHF | 98.65% | 98.65% |