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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 270,000 | 270,000 | 268,885 | 268,885 | 293,170 CHF | 295,858 CHF | 99.88% | 99.88% |
10/05/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 270,000 | 270,000 | 272,373 | 272,373 | 293,135 CHF | 295,858 CHF | 100.00% | 100.00% |
08/05/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 280,000 | 280,000 | 280,433 | 280,433 | 270,666 CHF | 273,471 CHF | 98.93% | 98.93% |
07/05/2024 | 1.12% | 0.94 CHF | 0.95 CHF | 285,000 | 285,000 | 286,063 | 286,063 | 255,389 CHF | 258,252 CHF | 91.80% | 91.80% |
06/05/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 285,000 | 285,000 | 285,201 | 285,201 | 258,036 CHF | 260,888 CHF | 100.00% | 100.00% |
03/05/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 290,000 | 290,000 | 289,595 | 289,595 | 249,731 CHF | 252,627 CHF | 93.36% | 93.36% |
02/05/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 290,000 | 290,000 | 291,189 | 291,189 | 243,932 CHF | 246,844 CHF | 92.45% | 92.45% |
30/04/2024 | 1.12% | 0.86 CHF | 0.87 CHF | 290,000 | 290,000 | 288,348 | 288,348 | 255,585 CHF | 258,471 CHF | 100.00% | 100.00% |
29/04/2024 | 1.33% | 0.89 CHF | 0.90 CHF | 290,000 | 290,000 | 271,873 | 271,873 | 243,903 CHF | 246,921 CHF | 100.00% | 100.00% |
26/04/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 290,000 | 290,000 | 289,234 | 289,234 | 247,257 CHF | 250,150 CHF | 99.42% | 99.42% |