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 | 0.26% | 3.84 CHF | 3.85 CHF | 184,000 | 184,000 | 186,457 | 186,457 | 714,151 CHF | 716,016 CHF | 99.95% | 99.95% |
10/05/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 188,000 | 188,000 | 184,255 | 184,255 | 708,770 CHF | 710,613 CHF | 99.88% | 99.88% |
08/05/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 188,000 | 188,000 | 187,190 | 187,190 | 702,641 CHF | 704,513 CHF | 99.12% | 99.12% |
07/05/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 188,000 | 188,000 | 187,145 | 187,145 | 703,484 CHF | 705,357 CHF | 99.85% | 99.85% |
06/05/2024 | 0.26% | 3.78 CHF | 3.79 CHF | 188,000 | 188,000 | 187,223 | 187,223 | 705,985 CHF | 707,857 CHF | 99.82% | 99.82% |
03/05/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 188,000 | 188,000 | 187,231 | 187,231 | 703,856 CHF | 705,728 CHF | 99.53% | 99.53% |
02/05/2024 | 0.26% | 3.77 CHF | 3.78 CHF | 188,000 | 188,000 | 187,224 | 187,224 | 705,766 CHF | 707,638 CHF | 99.85% | 99.85% |
30/04/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 188,000 | 188,000 | 187,642 | 187,642 | 701,650 CHF | 703,528 CHF | 99.28% | 99.28% |
29/04/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 188,000 | 188,000 | 187,187 | 187,187 | 710,879 CHF | 712,752 CHF | 100.00% | 100.00% |
26/04/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 188,000 | 188,000 | 187,218 | 187,218 | 708,687 CHF | 710,559 CHF | 99.20% | 99.20% |