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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 236,200 | 236,200 | 240,756 | 240,756 | 209,989 CHF | 212,396 CHF | 99.99% | 99.99% |
13/05/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 243,800 | 243,800 | 243,980 | 243,980 | 206,509 CHF | 208,949 CHF | 100.00% | 100.00% |
10/05/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 244,200 | 244,200 | 248,590 | 248,590 | 208,026 CHF | 210,511 CHF | 100.00% | 100.00% |
08/05/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 247,300 | 247,300 | 247,537 | 247,537 | 204,669 CHF | 207,145 CHF | 99.16% | 99.16% |
07/05/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 247,700 | 247,700 | 251,203 | 251,203 | 208,136 CHF | 210,648 CHF | 99.69% | 99.69% |
06/05/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 253,600 | 253,600 | 255,586 | 255,586 | 206,270 CHF | 208,826 CHF | 100.00% | 100.00% |
03/05/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 256,900 | 256,900 | 253,728 | 253,728 | 202,911 CHF | 205,449 CHF | 98.78% | 98.78% |
02/05/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 251,700 | 251,700 | 239,129 | 239,129 | 195,889 CHF | 198,280 CHF | 100.00% | 100.00% |
30/04/2024 | 1.18% | 0.88 CHF | 0.89 CHF | 243,100 | 243,100 | 244,973 | 244,973 | 207,278 CHF | 209,729 CHF | 99.99% | 99.99% |
29/04/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 246,500 | 246,500 | 245,902 | 245,902 | 203,322 CHF | 205,781 CHF | 99.83% | 99.83% |