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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.82% | 1.26 CHF | 1.27 CHF | 230,000 | 230,000 | 79,996 | 79,996 | 101,191 CHF | 101,995 CHF | 97.39% | 97.39% |
14/05/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 230,000 | 230,000 | 80,923 | 80,923 | 103,104 CHF | 103,918 CHF | 98.61% | 98.61% |
13/05/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 240,000 | 240,000 | 82,616 | 82,616 | 100,301 CHF | 101,130 CHF | 98.00% | 98.00% |
10/05/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 240,000 | 240,000 | 80,327 | 80,327 | 100,766 CHF | 101,573 CHF | 98.88% | 98.88% |
08/05/2024 | 0.88% | 1.27 CHF | 1.28 CHF | 230,000 | 230,000 | 78,512 | 78,512 | 95,256 CHF | 96,045 CHF | 96.94% | 96.94% |
07/05/2024 | 0.94% | 1.16 CHF | 1.17 CHF | 240,000 | 240,000 | 83,112 | 83,112 | 91,605 CHF | 92,439 CHF | 98.63% | 98.63% |
06/05/2024 | 1.07% | 1.04 CHF | 1.05 CHF | 240,000 | 240,000 | 84,156 | 84,156 | 83,100 CHF | 83,945 CHF | 98.75% | 98.75% |
03/05/2024 | 1.22% | 0.90 CHF | 0.91 CHF | 260,000 | 260,000 | 87,621 | 87,621 | 75,978 CHF | 76,859 CHF | 98.07% | 98.07% |
02/05/2024 | 1.38% | 0.81 CHF | 0.82 CHF | 260,000 | 260,000 | 96,863 | 96,863 | 73,763 CHF | 74,736 CHF | 98.62% | 98.62% |
30/04/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 270,000 | 270,000 | 98,237 | 98,237 | 75,150 CHF | 76,136 CHF | 99.39% | 99.39% |