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% | 0.69 CHF | 0.70 CHF | 230,000 | 230,000 | 230,033 | 230,033 | 157,212 CHF | 159,512 CHF | 99.99% | 99.99% |
13/05/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 230,000 | 230,000 | 233,073 | 233,073 | 157,803 CHF | 160,134 CHF | 100.00% | 100.00% |
10/05/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 235,000 | 235,000 | 230,320 | 230,320 | 160,197 CHF | 162,500 CHF | 99.86% | 99.86% |
08/05/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 235,000 | 235,000 | 233,982 | 233,982 | 145,813 CHF | 148,153 CHF | 99.15% | 99.15% |
07/05/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 235,000 | 235,000 | 233,845 | 233,845 | 147,049 CHF | 149,390 CHF | 99.85% | 99.85% |
06/05/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 149,826 CHF | 152,166 CHF | 99.98% | 99.98% |
03/05/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 235,000 | 235,000 | 234,044 | 234,044 | 148,556 CHF | 150,896 CHF | 99.98% | 99.98% |
02/05/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 235,000 | 235,000 | 234,028 | 234,028 | 149,944 CHF | 152,284 CHF | 99.72% | 99.72% |
30/04/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 235,000 | 235,000 | 234,625 | 234,625 | 143,471 CHF | 145,818 CHF | 99.83% | 99.83% |
29/04/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 235,000 | 235,000 | 233,983 | 233,983 | 155,355 CHF | 157,695 CHF | 100.00% | 100.00% |