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 | 0.36% | 2.76 CHF | 2.77 CHF | 110,700 | 110,700 | 112,076 | 112,076 | 306,548 CHF | 307,669 CHF | 100.00% | 100.00% |
13/05/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 113,000 | 113,000 | 113,060 | 113,060 | 303,056 CHF | 304,187 CHF | 100.00% | 100.00% |
10/05/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 113,200 | 113,200 | 114,463 | 114,463 | 304,431 CHF | 305,576 CHF | 100.00% | 100.00% |
08/05/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 114,100 | 114,100 | 114,159 | 114,159 | 301,156 CHF | 302,298 CHF | 99.15% | 99.15% |
07/05/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 114,200 | 114,200 | 115,261 | 115,261 | 304,755 CHF | 305,908 CHF | 99.69% | 99.69% |
06/05/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 116,000 | 116,000 | 116,542 | 116,542 | 302,539 CHF | 303,705 CHF | 100.00% | 100.00% |
03/05/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 117,000 | 117,000 | 116,024 | 116,024 | 299,372 CHF | 300,532 CHF | 98.78% | 98.78% |
02/05/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 115,500 | 115,500 | 111,771 | 111,771 | 293,012 CHF | 294,130 CHF | 100.00% | 100.00% |
30/04/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 113,000 | 113,000 | 113,554 | 113,554 | 303,829 CHF | 304,965 CHF | 100.00% | 100.00% |
29/04/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 114,000 | 114,000 | 113,880 | 113,880 | 300,042 CHF | 301,180 CHF | 99.83% | 99.83% |