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 | 0.53% | 3.72 CHF | 3.74 CHF | 54,400 | 54,400 | 54,280 | 54,280 | 206,026 CHF | 207,112 CHF | 100.00% | 100.00% |
10/05/2024 | 0.52% | 3.88 CHF | 3.90 CHF | 54,200 | 54,200 | 53,058 | 53,058 | 204,079 CHF | 205,140 CHF | 100.00% | 100.00% |
08/05/2024 | 0.51% | 3.90 CHF | 3.92 CHF | 53,300 | 53,300 | 53,239 | 53,239 | 207,656 CHF | 208,721 CHF | 99.16% | 99.16% |
07/05/2024 | 0.51% | 3.86 CHF | 3.88 CHF | 53,200 | 53,200 | 52,355 | 52,355 | 203,594 CHF | 204,641 CHF | 99.69% | 99.69% |
06/05/2024 | 0.50% | 3.95 CHF | 3.97 CHF | 51,800 | 51,800 | 51,258 | 51,258 | 205,110 CHF | 206,135 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 4.09 CHF | 4.11 CHF | 51,000 | 51,000 | 51,671 | 51,671 | 208,886 CHF | 209,919 CHF | 98.77% | 98.77% |
02/05/2024 | 0.50% | 3.93 CHF | 3.95 CHF | 52,100 | 52,100 | 55,047 | 55,047 | 217,541 CHF | 218,642 CHF | 100.00% | 100.00% |
30/04/2024 | 0.52% | 3.73 CHF | 3.75 CHF | 53,500 | 53,500 | 52,996 | 52,996 | 205,074 CHF | 206,134 CHF | 100.00% | 100.00% |
29/04/2024 | 0.50% | 4.01 CHF | 4.03 CHF | 52,700 | 52,700 | 52,820 | 52,820 | 209,269 CHF | 210,326 CHF | 99.82% | 99.82% |
26/04/2024 | 0.51% | 3.97 CHF | 3.99 CHF | 52,900 | 52,900 | 53,564 | 53,564 | 207,973 CHF | 209,044 CHF | 99.39% | 99.39% |