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 | 0.55% | 1.81 CHF | 1.82 CHF | 230,000 | 230,000 | 233,072 | 233,072 | 419,652 CHF | 421,982 CHF | 99.97% | 99.97% |
10/05/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 235,000 | 235,000 | 230,320 | 230,320 | 418,159 CHF | 420,462 CHF | 99.86% | 99.86% |
08/05/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 235,000 | 235,000 | 233,980 | 233,980 | 407,719 CHF | 410,059 CHF | 99.15% | 99.15% |
07/05/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 235,000 | 235,000 | 233,874 | 233,874 | 408,440 CHF | 410,781 CHF | 99.82% | 99.82% |
06/05/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 411,435 CHF | 413,776 CHF | 100.00% | 100.00% |
03/05/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 235,000 | 235,000 | 234,042 | 234,042 | 409,452 CHF | 411,792 CHF | 99.89% | 99.89% |
02/05/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 411,439 CHF | 413,779 CHF | 100.00% | 100.00% |
30/04/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 235,000 | 235,000 | 234,637 | 234,637 | 405,970 CHF | 408,317 CHF | 99.63% | 99.63% |
29/04/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 235,000 | 235,000 | 233,985 | 233,985 | 416,757 CHF | 419,097 CHF | 100.00% | 100.00% |
26/04/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 235,000 | 235,000 | 234,023 | 234,023 | 413,596 CHF | 415,936 CHF | 99.24% | 99.24% |