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 | 0.96% | 1.04 CHF | 1.05 CHF | 98,000 | 98,000 | 97,570 | 97,570 | 101,339 CHF | 102,315 CHF | 99.97% | 99.97% |
13/05/2024 | 1.04% | 0.99 CHF | 1.00 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 95,059 CHF | 96,055 CHF | 100.00% | 100.00% |
10/05/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 90,486 CHF | 91,489 CHF | 100.00% | 100.00% |
08/05/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 102,000 | 102,000 | 101,547 | 101,547 | 87,688 CHF | 88,704 CHF | 98.83% | 98.83% |
07/05/2024 | 1.01% | 1.03 CHF | 1.04 CHF | 98,000 | 98,000 | 99,084 | 99,084 | 98,045 CHF | 99,037 CHF | 97.91% | 97.91% |
06/05/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 98,749 CHF | 99,740 CHF | 100.00% | 100.00% |
03/05/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 95,203 CHF | 96,199 CHF | 99.98% | 99.98% |
02/05/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 94,536 CHF | 95,532 CHF | 100.00% | 100.00% |
30/04/2024 | 0.97% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 98,158 | 98,158 | 100,929 CHF | 101,911 CHF | 99.99% | 99.99% |
29/04/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 96,000 | 96,000 | 95,585 | 95,585 | 114,135 CHF | 115,091 CHF | 100.00% | 100.00% |