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 | 0.75% | 1.32 CHF | 1.33 CHF | 98,000 | 98,000 | 97,569 | 97,569 | 129,098 CHF | 130,074 CHF | 99.99% | 99.99% |
13/05/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 123,278 CHF | 124,273 CHF | 100.00% | 100.00% |
10/05/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 118,973 CHF | 119,977 CHF | 100.00% | 100.00% |
08/05/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 102,000 | 102,000 | 101,546 | 101,546 | 116,398 CHF | 117,413 CHF | 98.83% | 98.83% |
07/05/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 98,000 | 98,000 | 99,088 | 99,088 | 126,115 CHF | 127,107 CHF | 97.91% | 97.91% |
06/05/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 126,720 CHF | 127,711 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 123,328 CHF | 124,324 CHF | 100.00% | 100.00% |
02/05/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 122,730 CHF | 123,726 CHF | 100.00% | 100.00% |
30/04/2024 | 0.76% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 98,160 | 98,160 | 128,763 CHF | 129,745 CHF | 100.00% | 100.00% |
29/04/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 96,000 | 96,000 | 95,585 | 95,585 | 141,198 CHF | 142,154 CHF | 100.00% | 100.00% |