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 | 0.34% | 2.92 CHF | 2.93 CHF | 230,000 | 230,000 | 233,072 | 233,072 | 679,334 CHF | 681,665 CHF | 100.00% | 100.00% |
10/05/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 235,000 | 235,000 | 230,319 | 230,319 | 674,332 CHF | 676,635 CHF | 100.00% | 100.00% |
08/05/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 235,000 | 235,000 | 233,988 | 233,988 | 668,278 CHF | 670,618 CHF | 99.15% | 99.15% |
07/05/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 235,000 | 235,000 | 233,931 | 233,931 | 669,124 CHF | 671,464 CHF | 99.85% | 99.85% |
06/05/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 671,191 CHF | 673,531 CHF | 99.99% | 99.99% |
03/05/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 235,000 | 235,000 | 234,041 | 234,041 | 669,084 CHF | 671,424 CHF | 99.70% | 99.70% |
02/05/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 235,000 | 235,000 | 234,030 | 234,030 | 670,988 CHF | 673,329 CHF | 99.99% | 99.99% |
30/04/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 235,000 | 235,000 | 234,565 | 234,565 | 667,064 CHF | 669,412 CHF | 99.93% | 99.93% |
29/04/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 235,000 | 235,000 | 233,984 | 233,984 | 676,332 CHF | 678,672 CHF | 100.00% | 100.00% |
26/04/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 235,000 | 235,000 | 234,023 | 234,023 | 673,641 CHF | 675,981 CHF | 99.21% | 99.21% |