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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.19% | 5.34 CHF | 5.35 CHF | 634,600 | 634,600 | 634,600 | 634,600 | 3,401,160 CHF | 3,407,510 CHF | 99.56% | 99.56% |
30/04/2024 | 0.18% | 5.37 CHF | 5.38 CHF | 587,900 | 587,900 | 587,665 | 587,665 | 3,323,830 CHF | 3,329,700 CHF | 99.99% | 99.99% |
29/04/2024 | 0.17% | 5.89 CHF | 5.90 CHF | 576,600 | 576,600 | 572,459 | 572,459 | 3,407,910 CHF | 3,413,630 CHF | 99.60% | 99.60% |
26/04/2024 | 0.17% | 5.97 CHF | 5.98 CHF | 630,300 | 630,300 | 630,300 | 630,300 | 3,642,730 CHF | 3,649,040 CHF | 99.12% | 99.12% |
25/04/2024 | 0.18% | 5.41 CHF | 5.42 CHF | 587,500 | 587,500 | 587,466 | 587,466 | 3,227,170 CHF | 3,233,050 CHF | 99.97% | 99.97% |
24/04/2024 | 0.17% | 5.79 CHF | 5.80 CHF | 575,800 | 575,800 | 575,579 | 575,579 | 3,487,400 CHF | 3,493,160 CHF | 100.00% | 100.00% |
23/04/2024 | 0.18% | 5.95 CHF | 5.96 CHF | 636,800 | 636,800 | 636,712 | 636,712 | 3,635,440 CHF | 3,641,810 CHF | 100.00% | 100.00% |
22/04/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 665,900 | 665,900 | 665,766 | 665,766 | 3,480,360 CHF | 3,487,020 CHF | 100.00% | 100.00% |
19/04/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 639,100 | 639,100 | 639,100 | 639,100 | 3,167,470 CHF | 3,173,860 CHF | 99.56% | 99.56% |
18/04/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 655,400 | 655,400 | 655,400 | 655,400 | 3,372,070 CHF | 3,378,620 CHF | 99.97% | 99.97% |