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 | 0.70% | 1.43 CHF | 1.44 CHF | 230,000 | 230,000 | 233,073 | 233,073 | 332,425 CHF | 334,756 CHF | 100.00% | 100.00% |
10/05/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 235,000 | 235,000 | 230,318 | 230,318 | 332,220 CHF | 334,523 CHF | 99.96% | 99.96% |
08/05/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 235,000 | 235,000 | 233,980 | 233,980 | 320,814 CHF | 323,155 CHF | 99.14% | 99.14% |
07/05/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 235,000 | 235,000 | 233,875 | 233,875 | 321,582 CHF | 323,923 CHF | 99.82% | 99.82% |
06/05/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 235,000 | 235,000 | 234,030 | 234,030 | 324,312 CHF | 326,652 CHF | 99.93% | 99.93% |
03/05/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 235,000 | 235,000 | 234,041 | 234,041 | 322,789 CHF | 325,130 CHF | 99.78% | 99.78% |
02/05/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 235,000 | 235,000 | 234,030 | 234,030 | 324,631 CHF | 326,972 CHF | 99.95% | 99.95% |
30/04/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 235,000 | 235,000 | 234,629 | 234,629 | 318,825 CHF | 321,173 CHF | 99.70% | 99.70% |
29/04/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 235,000 | 235,000 | 233,984 | 233,984 | 329,867 CHF | 332,207 CHF | 100.00% | 100.00% |
26/04/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 235,000 | 235,000 | 234,025 | 234,025 | 326,561 CHF | 328,902 CHF | 99.38% | 99.38% |