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 | 0.18% | 5.47 CHF | 5.48 CHF | 108,000 | 108,000 | 107,554 | 107,554 | 587,538 CHF | 588,614 CHF | 99.88% | 99.88% |
10/05/2024 | 0.18% | 5.45 CHF | 5.46 CHF | 108,000 | 108,000 | 108,949 | 108,949 | 590,715 CHF | 591,805 CHF | 100.00% | 100.00% |
08/05/2024 | 0.19% | 5.12 CHF | 5.13 CHF | 112,000 | 112,000 | 112,172 | 112,172 | 576,714 CHF | 577,836 CHF | 98.93% | 98.93% |
07/05/2024 | 0.20% | 5.09 CHF | 5.10 CHF | 114,000 | 114,000 | 114,555 | 114,555 | 567,519 CHF | 568,665 CHF | 98.98% | 98.98% |
06/05/2024 | 0.20% | 5.01 CHF | 5.02 CHF | 114,000 | 114,000 | 114,080 | 114,080 | 568,618 CHF | 569,758 CHF | 100.00% | 100.00% |
03/05/2024 | 0.20% | 4.91 CHF | 4.92 CHF | 116,000 | 116,000 | 115,854 | 115,854 | 564,819 CHF | 565,978 CHF | 99.96% | 99.96% |
02/05/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 116,000 | 116,000 | 116,487 | 116,487 | 561,323 CHF | 562,488 CHF | 98.62% | 98.62% |
30/04/2024 | 0.20% | 4.88 CHF | 4.89 CHF | 116,000 | 116,000 | 115,351 | 115,351 | 570,378 CHF | 571,532 CHF | 100.00% | 100.00% |
29/04/2024 | 0.24% | 4.95 CHF | 4.96 CHF | 116,000 | 116,000 | 108,749 | 108,749 | 539,948 CHF | 541,155 CHF | 100.00% | 100.00% |
26/04/2024 | 0.21% | 4.94 CHF | 4.95 CHF | 116,000 | 116,000 | 115,693 | 115,693 | 562,756 CHF | 563,913 CHF | 99.41% | 99.41% |