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 | 0.64% | 1.55 CHF | 1.56 CHF | 230,000 | 230,000 | 230,049 | 230,049 | 356,381 CHF | 358,681 CHF | 99.92% | 99.92% |
13/05/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 230,000 | 230,000 | 233,073 | 233,073 | 359,421 CHF | 361,751 CHF | 100.00% | 100.00% |
10/05/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 235,000 | 235,000 | 230,320 | 230,320 | 358,739 CHF | 361,042 CHF | 100.00% | 100.00% |
08/05/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 235,000 | 235,000 | 233,989 | 233,989 | 347,450 CHF | 349,791 CHF | 99.14% | 99.14% |
07/05/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 235,000 | 235,000 | 233,935 | 233,935 | 348,715 CHF | 351,055 CHF | 99.85% | 99.85% |
06/05/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 351,104 CHF | 353,444 CHF | 99.97% | 99.97% |
03/05/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 235,000 | 235,000 | 234,043 | 234,043 | 349,830 CHF | 352,170 CHF | 99.82% | 99.82% |
02/05/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 235,000 | 235,000 | 234,027 | 234,027 | 351,059 CHF | 353,400 CHF | 99.61% | 99.61% |
30/04/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 235,000 | 235,000 | 234,545 | 234,545 | 345,904 CHF | 348,251 CHF | 99.90% | 99.90% |
29/04/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 235,000 | 235,000 | 233,983 | 233,983 | 356,468 CHF | 358,809 CHF | 100.00% | 100.00% |