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 | 0.92% | 1.12 CHF | 1.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 326,450 CHF | 109,817 CHF | 99.16% | 99.16% |
13/05/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 326,094 CHF | 109,698 CHF | 98.53% | 98.53% |
10/05/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 332,510 CHF | 111,837 CHF | 99.17% | 99.17% |
08/05/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 326,041 CHF | 109,680 CHF | 99.17% | 99.17% |
07/05/2024 | 0.94% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 316,102 CHF | 106,367 CHF | 97.93% | 97.93% |
06/05/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 297,096 CHF | 100,032 CHF | 99.17% | 99.17% |
03/05/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 298,227 CHF | 100,409 CHF | 99.16% | 99.16% |
02/05/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 287,018 CHF | 96,673 CHF | 99.16% | 99.16% |
30/04/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 283,947 CHF | 95,649 CHF | 99.17% | 99.17% |
29/04/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 276,907 CHF | 93,302 CHF | 99.17% | 99.17% |