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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.29% | 3.53 CHF | 3.54 CHF | 154,900 | 154,900 | 154,497 | 154,497 | 529,404 CHF | 530,953 CHF | 99.93% | 99.93% |
14/05/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 155,000 | 155,000 | 154,991 | 154,991 | 517,351 CHF | 518,901 CHF | 99.73% | 99.73% |
13/05/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 154,400 | 154,400 | 154,400 | 154,400 | 517,445 CHF | 518,989 CHF | 100.00% | 100.00% |
10/05/2024 | 0.29% | 3.34 CHF | 3.35 CHF | 162,800 | 162,800 | 162,800 | 162,800 | 554,504 CHF | 556,132 CHF | 100.00% | 100.00% |
08/05/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 177,600 | 177,600 | 177,577 | 177,577 | 537,241 CHF | 539,017 CHF | 99.67% | 99.67% |
07/05/2024 | 0.36% | 2.90 CHF | 2.91 CHF | 196,200 | 196,200 | 196,151 | 196,151 | 540,596 CHF | 542,558 CHF | 99.68% | 99.68% |
06/05/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 209,600 | 209,600 | 209,600 | 209,600 | 534,237 CHF | 536,333 CHF | 100.00% | 100.00% |
03/05/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 220,500 | 220,500 | 220,500 | 220,500 | 531,580 CHF | 533,785 CHF | 99.90% | 99.90% |
02/05/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 208,400 | 208,400 | 208,400 | 208,400 | 485,901 CHF | 487,985 CHF | 99.63% | 99.63% |
30/04/2024 | 0.38% | 2.41 CHF | 2.42 CHF | 187,300 | 187,300 | 187,199 | 187,199 | 490,327 CHF | 492,200 CHF | 100.00% | 100.00% |