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 | 0.19% | 5.28 CHF | 5.29 CHF | 108,000 | 108,000 | 107,554 | 107,554 | 567,190 CHF | 568,266 CHF | 99.88% | 99.88% |
10/05/2024 | 0.19% | 5.27 CHF | 5.28 CHF | 108,000 | 108,000 | 108,950 | 108,950 | 570,170 CHF | 571,259 CHF | 100.00% | 100.00% |
08/05/2024 | 0.20% | 4.94 CHF | 4.95 CHF | 112,000 | 112,000 | 112,171 | 112,171 | 555,608 CHF | 556,730 CHF | 98.93% | 98.93% |
07/05/2024 | 0.21% | 4.90 CHF | 4.91 CHF | 114,000 | 114,000 | 114,588 | 114,588 | 546,086 CHF | 547,232 CHF | 98.94% | 98.94% |
06/05/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 114,000 | 114,000 | 114,080 | 114,080 | 547,157 CHF | 548,298 CHF | 100.00% | 100.00% |
03/05/2024 | 0.21% | 4.72 CHF | 4.73 CHF | 116,000 | 116,000 | 115,853 | 115,853 | 543,053 CHF | 544,212 CHF | 99.95% | 99.95% |
02/05/2024 | 0.22% | 4.65 CHF | 4.66 CHF | 116,000 | 116,000 | 116,488 | 116,488 | 539,433 CHF | 540,598 CHF | 98.62% | 98.62% |
30/04/2024 | 0.21% | 4.70 CHF | 4.71 CHF | 116,000 | 116,000 | 115,355 | 115,355 | 548,685 CHF | 549,839 CHF | 99.99% | 99.99% |
29/04/2024 | 0.25% | 4.76 CHF | 4.77 CHF | 116,000 | 116,000 | 108,749 | 108,749 | 519,461 CHF | 520,668 CHF | 100.00% | 100.00% |
26/04/2024 | 0.21% | 4.75 CHF | 4.76 CHF | 116,000 | 116,000 | 115,693 | 115,693 | 541,008 CHF | 542,165 CHF | 99.43% | 99.43% |