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 | 0.55% | 1.91 CHF | 1.92 CHF | 130,000 | 130,000 | 75,187 | 75,187 | 141,547 CHF | 142,302 CHF | 86.48% | 86.48% |
13/05/2024 | 0.60% | 1.75 CHF | 1.76 CHF | 140,000 | 140,000 | 76,128 | 76,128 | 131,384 CHF | 132,148 CHF | 95.70% | 95.70% |
10/05/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 140,000 | 140,000 | 77,860 | 77,860 | 145,784 CHF | 146,565 CHF | 96.42% | 96.42% |
08/05/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 130,000 | 130,000 | 75,157 | 75,157 | 145,931 CHF | 146,685 CHF | 96.25% | 96.25% |
07/05/2024 | 0.55% | 1.98 CHF | 1.99 CHF | 130,000 | 130,000 | 75,120 | 75,120 | 141,567 CHF | 142,321 CHF | 96.83% | 96.83% |
06/05/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 140,000 | 140,000 | 78,535 | 78,535 | 141,824 CHF | 142,612 CHF | 94.19% | 94.19% |
03/05/2024 | 0.57% | 1.69 CHF | 1.70 CHF | 140,000 | 140,000 | 78,311 | 78,311 | 139,327 CHF | 140,112 CHF | 88.60% | 88.60% |
02/05/2024 | 0.59% | 1.74 CHF | 1.75 CHF | 140,000 | 140,000 | 76,392 | 76,392 | 132,454 CHF | 133,221 CHF | 95.50% | 95.50% |
30/04/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 140,000 | 140,000 | 77,047 | 77,047 | 138,131 CHF | 138,904 CHF | 92.89% | 92.89% |
29/04/2024 | 0.52% | 1.85 CHF | 1.86 CHF | 140,000 | 140,000 | 75,129 | 75,129 | 146,095 CHF | 146,849 CHF | 95.04% | 95.04% |