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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 95,700 | 95,700 | 95,511 | 95,511 | 376,671 CHF | 377,628 CHF | 100.00% | 100.00% |
14/05/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 95,800 | 95,800 | 96,757 | 96,757 | 379,167 CHF | 380,134 CHF | 99.98% | 99.98% |
13/05/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 97,400 | 97,400 | 97,400 | 97,400 | 375,622 CHF | 376,596 CHF | 100.00% | 100.00% |
10/05/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 97,500 | 97,500 | 98,342 | 98,342 | 376,848 CHF | 377,832 CHF | 100.00% | 100.00% |
08/05/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 98,100 | 98,100 | 98,159 | 98,159 | 373,682 CHF | 374,664 CHF | 99.16% | 99.16% |
07/05/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 98,200 | 98,200 | 98,907 | 98,907 | 377,241 CHF | 378,231 CHF | 99.69% | 99.69% |
06/05/2024 | 0.27% | 3.78 CHF | 3.79 CHF | 99,400 | 99,400 | 99,761 | 99,761 | 374,891 CHF | 375,889 CHF | 100.00% | 100.00% |
03/05/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 100,000 | 100,000 | 99,390 | 99,390 | 371,722 CHF | 372,716 CHF | 98.78% | 98.78% |
02/05/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 99,000 | 99,000 | 96,534 | 96,534 | 365,630 CHF | 366,596 CHF | 99.99% | 99.99% |
30/04/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 97,400 | 97,400 | 97,777 | 97,777 | 376,274 CHF | 377,253 CHF | 100.00% | 100.00% |