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 | 1.91% | 0.50 CHF | 0.51 CHF | 110,000 | 110,000 | 112,372 | 112,372 | 58,460 CHF | 59,584 CHF | 99.99% | 99.99% |
13/05/2024 | 1.66% | 0.57 CHF | 0.58 CHF | 116,000 | 116,000 | 117,699 | 117,699 | 70,314 CHF | 71,491 CHF | 100.00% | 100.00% |
10/05/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 118,000 | 118,000 | 116,503 | 116,503 | 67,749 CHF | 68,914 CHF | 100.00% | 100.00% |
08/05/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 118,000 | 118,000 | 117,994 | 117,994 | 69,610 CHF | 70,790 CHF | 98.99% | 98.99% |
07/05/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 118,000 | 118,000 | 117,953 | 117,953 | 70,368 CHF | 71,548 CHF | 99.66% | 99.66% |
06/05/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 118,000 | 118,000 | 119,040 | 119,040 | 72,547 CHF | 73,738 CHF | 100.00% | 100.00% |
03/05/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 120,000 | 120,000 | 119,782 | 119,782 | 72,474 CHF | 73,671 CHF | 100.00% | 100.00% |
02/05/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 120,000 | 120,000 | 118,314 | 118,314 | 70,427 CHF | 71,611 CHF | 100.00% | 100.00% |
30/04/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 120,000 | 120,000 | 119,945 | 119,945 | 74,310 CHF | 75,510 CHF | 100.00% | 100.00% |
29/04/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 120,000 | 120,000 | 119,275 | 119,275 | 72,331 CHF | 73,524 CHF | 99.57% | 99.57% |