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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 115,000 | 115,000 | 114,303 | 114,303 | 100,478 CHF | 101,624 CHF | 100.00% | 100.00% |
14/05/2024 | 1.09% | 0.94 CHF | 0.95 CHF | 115,000 | 115,000 | 114,492 | 114,492 | 104,577 CHF | 105,722 CHF | 100.00% | 100.00% |
13/05/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 106,913 CHF | 108,059 CHF | 100.00% | 100.00% |
10/05/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 115,000 | 115,000 | 114,527 | 114,527 | 107,321 CHF | 108,466 CHF | 100.00% | 100.00% |
08/05/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 110,000 | 110,000 | 109,887 | 109,887 | 96,016 CHF | 97,115 CHF | 99.09% | 99.09% |
07/05/2024 | 1.21% | 0.86 CHF | 0.87 CHF | 110,000 | 110,000 | 114,124 | 114,124 | 93,885 CHF | 95,027 CHF | 99.94% | 99.94% |
06/05/2024 | 1.31% | 0.78 CHF | 0.79 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 87,044 CHF | 88,189 CHF | 100.00% | 100.00% |
03/05/2024 | 1.40% | 0.67 CHF | 0.68 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 81,630 CHF | 82,775 CHF | 99.99% | 99.99% |
02/05/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 115,000 | 115,000 | 114,525 | 114,525 | 85,969 CHF | 87,114 CHF | 100.00% | 100.00% |
30/04/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 115,000 | 115,000 | 114,445 | 114,445 | 85,157 CHF | 86,303 CHF | 100.00% | 100.00% |