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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 230,000 | 230,000 | 230,009 | 230,009 | 304,582 CHF | 306,883 CHF | 99.99% | 99.99% |
13/05/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 230,000 | 230,000 | 233,072 | 233,072 | 307,447 CHF | 309,778 CHF | 99.96% | 99.96% |
10/05/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 235,000 | 235,000 | 230,321 | 230,321 | 307,452 CHF | 309,755 CHF | 99.85% | 99.85% |
08/05/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 235,000 | 235,000 | 233,984 | 233,984 | 295,253 CHF | 297,593 CHF | 99.14% | 99.14% |
07/05/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 235,000 | 235,000 | 233,843 | 233,843 | 296,548 CHF | 298,888 CHF | 99.85% | 99.85% |
06/05/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 299,134 CHF | 301,474 CHF | 100.00% | 100.00% |
03/05/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 235,000 | 235,000 | 234,043 | 234,043 | 297,549 CHF | 299,889 CHF | 100.00% | 100.00% |
02/05/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 299,041 CHF | 301,382 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 235,000 | 235,000 | 234,622 | 234,622 | 293,512 CHF | 295,859 CHF | 99.80% | 99.80% |
29/04/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 235,000 | 235,000 | 233,983 | 233,983 | 304,275 CHF | 306,615 CHF | 100.00% | 100.00% |