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 | 0.49% | 2.05 CHF | 2.06 CHF | 230,000 | 230,000 | 233,071 | 233,071 | 476,439 CHF | 478,770 CHF | 99.95% | 99.95% |
10/05/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 235,000 | 235,000 | 230,311 | 230,311 | 474,478 CHF | 476,781 CHF | 99.64% | 99.64% |
08/05/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 235,000 | 235,000 | 233,983 | 233,983 | 464,883 CHF | 467,223 CHF | 99.15% | 99.15% |
07/05/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 235,000 | 235,000 | 233,875 | 233,875 | 465,636 CHF | 467,976 CHF | 99.83% | 99.83% |
06/05/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 468,334 CHF | 470,674 CHF | 99.98% | 99.98% |
03/05/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 235,000 | 235,000 | 234,042 | 234,042 | 466,545 CHF | 468,886 CHF | 99.89% | 99.89% |
02/05/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 235,000 | 235,000 | 234,029 | 234,029 | 468,070 CHF | 470,410 CHF | 99.79% | 99.79% |
30/04/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 235,000 | 235,000 | 234,639 | 234,639 | 463,487 CHF | 465,834 CHF | 99.97% | 99.97% |
29/04/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 235,000 | 235,000 | 233,984 | 233,984 | 473,476 CHF | 475,816 CHF | 100.00% | 100.00% |
26/04/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 235,000 | 235,000 | 234,023 | 234,023 | 470,835 CHF | 473,175 CHF | 99.20% | 99.20% |