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 | 0.36% | 2.77 CHF | 2.78 CHF | 74,000 | 74,000 | 73,273 | 73,273 | 203,756 CHF | 204,489 CHF | 99.81% | 99.81% |
10/05/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 73,000 | 73,000 | 73,340 | 73,340 | 204,757 CHF | 205,491 CHF | 99.43% | 99.43% |
08/05/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 75,000 | 75,000 | 74,919 | 74,919 | 201,402 CHF | 202,151 CHF | 99.54% | 99.54% |
07/05/2024 | 0.39% | 2.66 CHF | 2.67 CHF | 76,000 | 76,000 | 75,330 | 75,330 | 197,119 CHF | 197,873 CHF | 99.74% | 99.74% |
06/05/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 77,000 | 77,000 | 76,132 | 76,132 | 195,582 CHF | 196,345 CHF | 98.64% | 98.64% |
03/05/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 78,000 | 78,000 | 77,279 | 77,279 | 195,125 CHF | 195,898 CHF | 98.49% | 98.49% |
02/05/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 78,000 | 78,000 | 77,599 | 77,599 | 194,757 CHF | 195,534 CHF | 99.33% | 99.33% |
30/04/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 78,000 | 78,000 | 77,719 | 77,719 | 196,557 CHF | 197,335 CHF | 99.25% | 99.25% |
29/04/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 77,000 | 77,000 | 76,331 | 76,331 | 193,903 CHF | 194,667 CHF | 99.32% | 99.32% |
26/04/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 78,000 | 78,000 | 77,785 | 77,785 | 194,543 CHF | 195,321 CHF | 99.35% | 99.35% |