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 | 1.01% | 0.99 CHF | 1.00 CHF | 270,000 | 270,000 | 268,885 | 268,885 | 266,089 CHF | 268,778 CHF | 99.87% | 99.87% |
10/05/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 270,000 | 270,000 | 272,375 | 272,375 | 265,629 CHF | 268,353 CHF | 100.00% | 100.00% |
08/05/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 280,000 | 280,000 | 280,425 | 280,425 | 242,260 CHF | 245,065 CHF | 98.93% | 98.93% |
07/05/2024 | 1.26% | 0.84 CHF | 0.85 CHF | 285,000 | 285,000 | 286,128 | 286,128 | 226,360 CHF | 229,224 CHF | 93.61% | 93.61% |
06/05/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 285,000 | 285,000 | 285,201 | 285,201 | 229,282 CHF | 232,134 CHF | 100.00% | 100.00% |
03/05/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 290,000 | 290,000 | 289,520 | 289,520 | 220,666 CHF | 223,561 CHF | 90.68% | 90.68% |
02/05/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 290,000 | 290,000 | 291,198 | 291,198 | 214,509 CHF | 217,421 CHF | 92.14% | 92.14% |
30/04/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 290,000 | 290,000 | 288,349 | 288,349 | 226,444 CHF | 229,329 CHF | 100.00% | 100.00% |
29/04/2024 | 1.50% | 0.79 CHF | 0.80 CHF | 290,000 | 290,000 | 271,873 | 271,873 | 216,448 CHF | 219,466 CHF | 100.00% | 100.00% |
26/04/2024 | 1.32% | 0.79 CHF | 0.80 CHF | 290,000 | 290,000 | 289,235 | 289,235 | 217,995 CHF | 220,888 CHF | 99.42% | 99.42% |