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 | 1.65% | 1.69 CHF | 1.72 CHF | 58,700 | 58,700 | 59,235 | 59,235 | 107,563 CHF | 109,344 CHF | 100.00% | 100.00% |
14/05/2024 | 1.42% | 2.15 CHF | 2.18 CHF | 67,300 | 67,300 | 66,807 | 66,807 | 139,874 CHF | 141,878 CHF | 99.71% | 99.71% |
13/05/2024 | 1.53% | 1.98 CHF | 2.01 CHF | 70,200 | 70,200 | 69,875 | 69,875 | 136,323 CHF | 138,420 CHF | 99.45% | 99.45% |
10/05/2024 | 1.62% | 1.87 CHF | 1.90 CHF | 68,900 | 68,900 | 68,317 | 68,317 | 125,529 CHF | 127,578 CHF | 100.00% | 100.00% |
08/05/2024 | 1.58% | 1.93 CHF | 1.96 CHF | 65,500 | 65,500 | 64,826 | 64,826 | 121,910 CHF | 123,855 CHF | 98.93% | 98.93% |
07/05/2024 | 1.50% | 1.95 CHF | 1.98 CHF | 64,400 | 64,400 | 64,409 | 64,409 | 127,757 CHF | 129,689 CHF | 99.41% | 99.41% |
06/05/2024 | 1.51% | 2.02 CHF | 2.05 CHF | 65,800 | 65,800 | 65,141 | 65,141 | 128,751 CHF | 130,706 CHF | 100.00% | 100.00% |
03/05/2024 | 1.51% | 1.96 CHF | 1.99 CHF | 61,600 | 61,600 | 61,577 | 61,577 | 121,714 CHF | 123,561 CHF | 99.94% | 99.94% |
02/05/2024 | 1.47% | 2.09 CHF | 2.12 CHF | 60,100 | 60,100 | 59,810 | 59,810 | 120,827 CHF | 122,621 CHF | 98.52% | 98.52% |
30/04/2024 | 1.43% | 2.12 CHF | 2.15 CHF | 67,900 | 67,900 | 67,351 | 67,351 | 140,803 CHF | 142,825 CHF | 99.99% | 99.99% |