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 | 0.71% | 1.47 CHF | 1.48 CHF | 130,000 | 130,000 | 74,418 | 74,418 | 106,838 CHF | 107,585 CHF | 86.97% | 86.97% |
13/05/2024 | 0.80% | 1.31 CHF | 1.32 CHF | 140,000 | 140,000 | 76,436 | 76,436 | 97,877 CHF | 98,644 CHF | 96.15% | 96.15% |
10/05/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 140,000 | 140,000 | 77,621 | 77,621 | 110,808 CHF | 111,587 CHF | 96.58% | 96.58% |
08/05/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 130,000 | 130,000 | 75,569 | 75,569 | 112,953 CHF | 113,712 CHF | 97.06% | 97.06% |
07/05/2024 | 0.72% | 1.53 CHF | 1.54 CHF | 140,000 | 140,000 | 77,192 | 77,192 | 111,407 CHF | 112,183 CHF | 95.91% | 95.91% |
06/05/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 140,000 | 140,000 | 78,734 | 78,734 | 107,565 CHF | 108,355 CHF | 94.00% | 94.00% |
03/05/2024 | 0.75% | 1.26 CHF | 1.27 CHF | 140,000 | 140,000 | 78,349 | 78,349 | 104,952 CHF | 105,738 CHF | 87.00% | 87.00% |
02/05/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 140,000 | 140,000 | 76,368 | 76,368 | 98,839 CHF | 99,605 CHF | 95.75% | 95.75% |
30/04/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 140,000 | 140,000 | 77,366 | 77,366 | 104,515 CHF | 105,291 CHF | 95.17% | 95.17% |
29/04/2024 | 0.68% | 1.41 CHF | 1.42 CHF | 140,000 | 140,000 | 76,096 | 76,096 | 114,168 CHF | 114,932 CHF | 94.78% | 94.78% |