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 | 0.55% | 1.82 CHF | 1.83 CHF | 58,000 | 58,000 | 57,023 | 57,023 | 104,130 CHF | 104,700 CHF | 100.00% | 100.00% |
10/05/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 56,000 | 56,000 | 56,400 | 56,400 | 103,727 CHF | 104,291 CHF | 100.00% | 100.00% |
08/05/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 100,671 CHF | 101,251 CHF | 99.09% | 99.09% |
07/05/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 58,000 | 58,000 | 58,696 | 58,696 | 97,578 CHF | 98,166 CHF | 99.94% | 99.94% |
06/05/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 96,851 CHF | 97,451 CHF | 100.00% | 100.00% |
03/05/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 94,231 CHF | 94,831 CHF | 99.97% | 99.97% |
02/05/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 93,308 CHF | 93,908 CHF | 100.00% | 100.00% |
30/04/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 60,000 | 60,000 | 59,961 | 59,961 | 94,439 CHF | 95,039 CHF | 100.00% | 100.00% |
29/04/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 95,179 CHF | 95,779 CHF | 100.00% | 100.00% |
26/04/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 92,830 CHF | 93,430 CHF | 99.59% | 99.59% |