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 | 1.18% | 0.84 CHF | 0.85 CHF | 98,000 | 98,000 | 97,581 | 97,581 | 81,979 CHF | 82,955 CHF | 99.97% | 99.97% |
13/05/2024 | 1.31% | 0.79 CHF | 0.80 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 75,308 CHF | 76,303 CHF | 100.00% | 100.00% |
10/05/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 70,619 CHF | 71,622 CHF | 100.00% | 100.00% |
08/05/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 102,000 | 102,000 | 101,545 | 101,545 | 67,560 CHF | 68,576 CHF | 98.83% | 98.83% |
07/05/2024 | 1.26% | 0.83 CHF | 0.84 CHF | 98,000 | 98,000 | 99,088 | 99,088 | 78,426 CHF | 79,417 CHF | 97.92% | 97.92% |
06/05/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 79,157 CHF | 80,148 CHF | 100.00% | 100.00% |
03/05/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 75,565 CHF | 76,561 CHF | 100.00% | 100.00% |
02/05/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 74,886 CHF | 75,882 CHF | 100.00% | 100.00% |
30/04/2024 | 1.20% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 98,161 | 98,161 | 81,565 CHF | 82,548 CHF | 100.00% | 100.00% |
29/04/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 96,000 | 96,000 | 95,585 | 95,585 | 95,271 CHF | 96,227 CHF | 100.00% | 100.00% |