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 | 0.56% | 1.77 CHF | 1.78 CHF | 132,000 | 132,000 | 131,550 | 131,550 | 234,432 CHF | 235,747 CHF | 100.00% | 100.00% |
10/05/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 131,000 | 131,000 | 131,125 | 131,125 | 235,123 CHF | 236,434 CHF | 100.00% | 100.00% |
08/05/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 132,000 | 132,000 | 132,071 | 132,071 | 233,614 CHF | 234,935 CHF | 99.09% | 99.09% |
07/05/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 133,000 | 133,000 | 133,198 | 133,198 | 229,834 CHF | 231,166 CHF | 100.00% | 100.00% |
06/05/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 135,000 | 135,000 | 135,083 | 135,083 | 226,043 CHF | 227,394 CHF | 100.00% | 100.00% |
03/05/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 137,000 | 137,000 | 136,177 | 136,177 | 222,251 CHF | 223,613 CHF | 100.00% | 100.00% |
02/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 136,000 | 136,000 | 135,814 | 135,814 | 223,672 CHF | 225,031 CHF | 99.99% | 99.99% |
30/04/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 135,000 | 135,000 | 134,922 | 134,922 | 224,950 CHF | 226,301 CHF | 100.00% | 100.00% |
29/04/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 135,000 | 135,000 | 135,266 | 135,266 | 224,968 CHF | 226,321 CHF | 100.00% | 100.00% |
26/04/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 136,000 | 136,000 | 136,493 | 136,493 | 221,946 CHF | 223,311 CHF | 99.59% | 99.59% |