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 | 0.70% | 1.41 CHF | 1.42 CHF | 280,300 | 280,300 | 124,578 | 124,578 | 179,602 CHF | 180,850 CHF | 100.00% | 100.00% |
10/05/2024 | 0.67% | 1.45 CHF | 1.46 CHF | 268,000 | 268,000 | 119,124 | 119,124 | 179,286 CHF | 180,479 CHF | 100.00% | 100.00% |
08/05/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 270,800 | 270,800 | 119,496 | 119,496 | 174,923 CHF | 176,120 CHF | 98.96% | 98.96% |
07/05/2024 | 0.69% | 1.51 CHF | 1.52 CHF | 267,800 | 267,800 | 122,183 | 122,183 | 181,057 CHF | 182,281 CHF | 97.82% | 97.82% |
06/05/2024 | 0.72% | 1.43 CHF | 1.44 CHF | 284,400 | 284,400 | 127,336 | 127,336 | 179,367 CHF | 180,643 CHF | 100.00% | 100.00% |
03/05/2024 | 0.73% | 1.41 CHF | 1.42 CHF | 291,100 | 291,100 | 129,650 | 129,650 | 181,566 CHF | 182,865 CHF | 99.96% | 99.96% |
02/05/2024 | 0.79% | 1.32 CHF | 1.33 CHF | 321,600 | 321,600 | 144,803 | 144,803 | 187,600 CHF | 189,051 CHF | 99.97% | 99.97% |
30/04/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 311,100 | 311,100 | 137,991 | 137,991 | 181,775 CHF | 183,158 CHF | 99.99% | 99.99% |
29/04/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 321,100 | 321,100 | 138,618 | 138,618 | 180,562 CHF | 181,951 CHF | 99.56% | 99.56% |
26/04/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 352,800 | 352,800 | 154,169 | 154,169 | 188,962 CHF | 190,506 CHF | 99.47% | 99.47% |