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 | 1.03% | 1.03 CHF | 1.04 CHF | 140,000 | 140,000 | 75,977 | 75,977 | 75,838 CHF | 76,601 CHF | 84.21% | 84.21% |
13/05/2024 | 1.20% | 0.87 CHF | 0.88 CHF | 140,000 | 140,000 | 76,669 | 76,669 | 65,297 CHF | 66,067 CHF | 96.61% | 96.61% |
10/05/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 140,000 | 140,000 | 78,103 | 78,103 | 77,515 CHF | 78,299 CHF | 96.69% | 96.69% |
08/05/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 140,000 | 140,000 | 77,480 | 77,480 | 82,014 CHF | 82,791 CHF | 96.90% | 96.90% |
07/05/2024 | 1.03% | 1.09 CHF | 1.10 CHF | 140,000 | 140,000 | 80,070 | 80,070 | 80,973 CHF | 81,777 CHF | 95.97% | 95.97% |
06/05/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 150,000 | 150,000 | 83,700 | 83,700 | 78,879 CHF | 79,719 CHF | 93.91% | 93.91% |
03/05/2024 | 1.09% | 0.84 CHF | 0.85 CHF | 150,000 | 150,000 | 82,063 | 82,063 | 75,438 CHF | 76,261 CHF | 93.22% | 93.22% |
02/05/2024 | 1.17% | 0.88 CHF | 0.89 CHF | 160,000 | 160,000 | 87,778 | 87,778 | 76,945 CHF | 77,825 CHF | 96.45% | 96.45% |
30/04/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 150,000 | 150,000 | 82,565 | 82,565 | 76,512 CHF | 77,340 CHF | 95.22% | 95.22% |
29/04/2024 | 0.94% | 0.98 CHF | 0.99 CHF | 140,000 | 140,000 | 76,150 | 76,150 | 81,450 CHF | 82,215 CHF | 95.20% | 95.20% |