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 | 0.72% | 1.37 CHF | 1.38 CHF | 275,000 | 275,000 | 273,785 | 273,785 | 378,739 CHF | 381,477 CHF | 99.99% | 99.99% |
13/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 270,000 | 270,000 | 268,885 | 268,885 | 382,285 CHF | 384,974 CHF | 99.86% | 99.86% |
10/05/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 270,000 | 270,000 | 272,374 | 272,374 | 383,216 CHF | 385,940 CHF | 100.00% | 100.00% |
08/05/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 280,000 | 280,000 | 280,428 | 280,428 | 363,452 CHF | 366,256 CHF | 98.93% | 98.93% |
07/05/2024 | 0.82% | 1.28 CHF | 1.29 CHF | 285,000 | 285,000 | 286,123 | 286,123 | 349,943 CHF | 352,807 CHF | 91.44% | 91.44% |
06/05/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 285,000 | 285,000 | 285,201 | 285,201 | 352,188 CHF | 355,040 CHF | 100.00% | 100.00% |
03/05/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 290,000 | 290,000 | 289,591 | 289,591 | 345,280 CHF | 348,176 CHF | 92.70% | 92.70% |
02/05/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 290,000 | 290,000 | 291,199 | 291,199 | 340,075 CHF | 342,987 CHF | 91.34% | 91.34% |
30/04/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 290,000 | 290,000 | 288,371 | 288,371 | 351,081 CHF | 353,966 CHF | 100.00% | 100.00% |
29/04/2024 | 0.98% | 1.22 CHF | 1.23 CHF | 290,000 | 290,000 | 271,874 | 271,874 | 333,634 CHF | 336,652 CHF | 100.00% | 100.00% |