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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06/05/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 165,400 | 165,400 | 166,904 | 166,904 | 282,696 CHF | 284,366 CHF | 100.00% | 100.00% |
03/05/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 168,000 | 168,000 | 174,201 | 174,201 | 291,605 CHF | 293,347 CHF | 98.77% | 98.77% |
02/05/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 178,200 | 178,200 | 188,490 | 188,490 | 296,268 CHF | 298,153 CHF | 99.99% | 99.99% |
30/04/2024 | 0.63% | 1.50 CHF | 1.51 CHF | 177,200 | 177,200 | 176,754 | 176,754 | 278,580 CHF | 280,348 CHF | 99.78% | 99.78% |
29/04/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 176,700 | 176,700 | 176,281 | 176,281 | 282,067 CHF | 283,830 CHF | 99.83% | 99.83% |
26/04/2024 | 0.62% | 1.55 CHF | 1.56 CHF | 176,100 | 176,100 | 177,491 | 177,491 | 283,315 CHF | 285,090 CHF | 99.34% | 99.34% |
25/04/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 178,500 | 178,500 | 179,462 | 179,462 | 282,843 CHF | 284,637 CHF | 99.91% | 99.91% |
24/04/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 180,200 | 180,200 | 175,836 | 175,836 | 276,598 CHF | 278,357 CHF | 99.54% | 99.54% |
23/04/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 173,000 | 173,000 | 173,524 | 173,524 | 281,590 CHF | 283,326 CHF | 99.15% | 99.15% |
22/04/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 174,000 | 174,000 | 170,219 | 170,219 | 276,516 CHF | 278,219 CHF | 99.55% | 99.55% |