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 | 0.24% | 4.13 CHF | 4.14 CHF | 79,000 | 79,000 | 79,000 | 79,000 | 328,359 CHF | 329,149 CHF | 100.00% | 100.00% |
10/05/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 79,000 | 79,000 | 79,155 | 79,155 | 326,422 CHF | 327,214 CHF | 100.00% | 100.00% |
08/05/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 80,000 | 80,000 | 80,685 | 80,685 | 320,616 CHF | 321,423 CHF | 99.25% | 99.25% |
07/05/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 82,000 | 82,000 | 81,953 | 81,953 | 312,180 CHF | 313,000 CHF | 97.36% | 97.36% |
06/05/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 82,000 | 82,000 | 81,209 | 81,209 | 315,844 CHF | 316,656 CHF | 98.53% | 98.53% |
03/05/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 82,000 | 82,000 | 81,657 | 81,657 | 315,383 CHF | 316,200 CHF | 99.97% | 99.97% |
02/05/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 82,000 | 82,000 | 81,987 | 81,987 | 314,658 CHF | 315,478 CHF | 99.99% | 99.99% |
30/04/2024 | 0.25% | 3.89 CHF | 3.90 CHF | 81,000 | 81,000 | 80,928 | 80,928 | 317,670 CHF | 318,480 CHF | 99.94% | 99.94% |
29/04/2024 | 0.25% | 3.88 CHF | 3.89 CHF | 81,000 | 81,000 | 81,000 | 81,000 | 318,099 CHF | 318,909 CHF | 99.99% | 99.99% |
26/04/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 81,000 | 81,000 | 80,941 | 80,941 | 319,870 CHF | 320,679 CHF | 98.37% | 98.37% |