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 | 0.57% | 1.79 CHF | 1.80 CHF | 144,400 | 144,400 | 144,460 | 144,460 | 254,946 CHF | 256,391 CHF | 100.00% | 100.00% |
10/05/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 144,600 | 144,600 | 146,644 | 146,644 | 256,313 CHF | 257,780 CHF | 100.00% | 100.00% |
08/05/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 146,100 | 146,100 | 146,158 | 146,158 | 252,984 CHF | 254,446 CHF | 99.16% | 99.16% |
07/05/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 146,300 | 146,300 | 147,897 | 147,897 | 256,686 CHF | 258,165 CHF | 99.69% | 99.69% |
06/05/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 149,000 | 149,000 | 149,903 | 149,903 | 254,481 CHF | 255,980 CHF | 100.00% | 100.00% |
03/05/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 150,500 | 150,500 | 149,036 | 149,036 | 251,213 CHF | 252,704 CHF | 98.78% | 98.78% |
02/05/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 148,100 | 148,100 | 142,266 | 142,266 | 244,412 CHF | 245,834 CHF | 99.99% | 99.99% |
30/04/2024 | 0.57% | 1.81 CHF | 1.82 CHF | 144,300 | 144,300 | 145,138 | 145,138 | 255,735 CHF | 257,187 CHF | 100.00% | 100.00% |
29/04/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 145,800 | 145,800 | 145,561 | 145,561 | 251,811 CHF | 253,267 CHF | 99.83% | 99.83% |
26/04/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 145,400 | 145,400 | 144,072 | 144,072 | 253,559 CHF | 254,999 CHF | 99.39% | 99.39% |