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 | 0.62% | 1.61 CHF | 1.62 CHF | 58,000 | 58,000 | 57,023 | 57,023 | 92,271 CHF | 92,842 CHF | 100.00% | 100.00% |
10/05/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 56,000 | 56,000 | 56,400 | 56,400 | 91,983 CHF | 92,547 CHF | 100.00% | 100.00% |
08/05/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 88,578 CHF | 89,158 CHF | 99.09% | 99.09% |
07/05/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 58,000 | 58,000 | 58,696 | 58,696 | 85,343 CHF | 85,931 CHF | 99.94% | 99.94% |
06/05/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 84,324 CHF | 84,924 CHF | 100.00% | 100.00% |
03/05/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 81,785 CHF | 82,385 CHF | 99.98% | 99.98% |
02/05/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 80,843 CHF | 81,443 CHF | 100.00% | 100.00% |
30/04/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 60,000 | 60,000 | 59,963 | 59,963 | 81,993 CHF | 82,593 CHF | 100.00% | 100.00% |
29/04/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 82,679 CHF | 83,279 CHF | 100.00% | 100.00% |
26/04/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 80,404 CHF | 81,004 CHF | 99.58% | 99.58% |