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 | 0.62% | 1.56 CHF | 1.57 CHF | 99,700 | 99,700 | 99,460 | 99,460 | 159,607 CHF | 160,602 CHF | 100.00% | 100.00% |
10/05/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 99,400 | 99,400 | 96,634 | 96,634 | 157,836 CHF | 158,802 CHF | 100.00% | 100.00% |
08/05/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 97,200 | 97,200 | 97,018 | 97,018 | 161,448 CHF | 162,418 CHF | 99.16% | 99.16% |
07/05/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 96,900 | 96,900 | 94,795 | 94,795 | 157,147 CHF | 158,095 CHF | 99.69% | 99.69% |
06/05/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 93,400 | 93,400 | 92,196 | 92,196 | 158,834 CHF | 159,756 CHF | 100.00% | 100.00% |
03/05/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 91,500 | 91,500 | 93,147 | 93,147 | 162,643 CHF | 163,575 CHF | 98.77% | 98.77% |
02/05/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 94,200 | 94,200 | 101,238 | 101,238 | 171,551 CHF | 172,564 CHF | 100.00% | 100.00% |
30/04/2024 | 0.60% | 1.57 CHF | 1.58 CHF | 97,400 | 97,400 | 96,157 | 96,155 | 158,813 CHF | 159,772 CHF | 100.00% | 100.00% |
29/04/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 95,400 | 95,400 | 95,579 | 95,579 | 162,912 CHF | 163,868 CHF | 99.81% | 99.81% |
26/04/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 95,800 | 95,800 | 97,430 | 97,430 | 161,442 CHF | 162,417 CHF | 99.38% | 99.38% |