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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 235,000 | 235,000 | 230,320 | 230,320 | 271,420 CHF | 273,723 CHF | 99.85% | 99.85% |
08/05/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 235,000 | 235,000 | 233,981 | 233,981 | 258,781 CHF | 261,121 CHF | 99.15% | 99.15% |
07/05/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 235,000 | 235,000 | 233,875 | 233,875 | 260,054 CHF | 262,394 CHF | 99.77% | 99.77% |
06/05/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 262,446 CHF | 264,786 CHF | 100.00% | 100.00% |
03/05/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 235,000 | 235,000 | 234,042 | 234,042 | 261,289 CHF | 263,629 CHF | 99.81% | 99.81% |
02/05/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 235,000 | 235,000 | 234,029 | 234,029 | 262,340 CHF | 264,680 CHF | 99.81% | 99.81% |
30/04/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 235,000 | 235,000 | 234,635 | 234,635 | 256,959 CHF | 259,306 CHF | 99.94% | 99.94% |
29/04/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 235,000 | 235,000 | 233,984 | 233,984 | 267,759 CHF | 270,100 CHF | 100.00% | 100.00% |
26/04/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 235,000 | 235,000 | 234,022 | 234,022 | 264,754 CHF | 267,094 CHF | 99.17% | 99.17% |
25/04/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 263,740 CHF | 266,080 CHF | 99.98% | 99.98% |