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 | 0.74% | 1.38 CHF | 1.39 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 133,295 CHF | 134,291 CHF | 100.00% | 100.00% |
10/05/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 129,054 CHF | 130,057 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 102,000 | 102,000 | 101,546 | 101,546 | 126,622 CHF | 127,638 CHF | 98.83% | 98.83% |
07/05/2024 | 0.73% | 1.41 CHF | 1.42 CHF | 98,000 | 98,000 | 99,090 | 99,090 | 136,035 CHF | 137,027 CHF | 97.92% | 97.92% |
06/05/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 136,657 CHF | 137,648 CHF | 100.00% | 100.00% |
03/05/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 133,321 CHF | 134,316 CHF | 100.00% | 100.00% |
02/05/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 132,698 CHF | 133,694 CHF | 100.00% | 100.00% |
30/04/2024 | 0.71% | 1.35 CHF | 1.36 CHF | 100,000 | 100,000 | 98,162 | 98,162 | 138,604 CHF | 139,586 CHF | 99.99% | 99.99% |
29/04/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 96,000 | 96,000 | 95,585 | 95,585 | 150,759 CHF | 151,715 CHF | 100.00% | 100.00% |
26/04/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 96,000 | 96,000 | 95,613 | 95,613 | 145,914 CHF | 146,870 CHF | 99.61% | 99.61% |