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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 187,700 | 187,700 | 186,923 | 186,923 | 103,662 CHF | 105,531 CHF | 99.67% | 99.67% |
13/05/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 188,000 | 188,000 | 187,225 | 187,225 | 103,772 CHF | 105,644 CHF | 100.00% | 100.00% |
10/05/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 167,100 | 167,100 | 166,412 | 166,412 | 92,012 CHF | 93,677 CHF | 100.00% | 100.00% |
08/05/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 169,600 | 169,600 | 171,763 | 171,763 | 97,186 CHF | 98,904 CHF | 98.44% | 98.44% |
07/05/2024 | 1.58% | 0.60 CHF | 0.61 CHF | 173,400 | 173,400 | 172,663 | 172,663 | 108,557 CHF | 110,284 CHF | 97.67% | 97.67% |
06/05/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 176,100 | 176,100 | 175,374 | 175,374 | 108,399 CHF | 110,153 CHF | 100.00% | 100.00% |
03/05/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 176,800 | 176,800 | 175,700 | 175,700 | 104,263 CHF | 106,020 CHF | 100.00% | 100.00% |
02/05/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 177,000 | 177,000 | 175,423 | 175,423 | 103,751 CHF | 105,505 CHF | 100.00% | 100.00% |
30/04/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 167,900 | 167,900 | 167,140 | 167,140 | 103,015 CHF | 104,688 CHF | 100.00% | 100.00% |
29/04/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 153,900 | 153,900 | 153,238 | 153,238 | 100,120 CHF | 101,653 CHF | 100.00% | 100.00% |