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 | 1.07% | 0.93 CHF | 0.94 CHF | 98,000 | 98,000 | 97,569 | 97,569 | 91,132 CHF | 92,108 CHF | 100.00% | 100.00% |
13/05/2024 | 1.17% | 0.89 CHF | 0.90 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 84,714 CHF | 85,710 CHF | 100.00% | 100.00% |
10/05/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 80,101 CHF | 81,105 CHF | 100.00% | 100.00% |
08/05/2024 | 1.31% | 0.78 CHF | 0.79 CHF | 102,000 | 102,000 | 101,546 | 101,546 | 77,117 CHF | 78,133 CHF | 98.83% | 98.83% |
07/05/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 98,000 | 98,000 | 99,088 | 99,088 | 87,744 CHF | 88,736 CHF | 97.91% | 97.91% |
06/05/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 88,434 CHF | 89,426 CHF | 100.00% | 100.00% |
03/05/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 84,855 CHF | 85,851 CHF | 100.00% | 100.00% |
02/05/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 84,251 CHF | 85,247 CHF | 100.00% | 100.00% |
30/04/2024 | 1.08% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 98,158 | 98,158 | 90,732 CHF | 91,714 CHF | 100.00% | 100.00% |
29/04/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 96,000 | 96,000 | 95,585 | 95,585 | 104,183 CHF | 105,139 CHF | 100.00% | 100.00% |