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 | 0.26% | 3.88 CHF | 3.89 CHF | 128,000 | 128,000 | 71,252 | 71,252 | 274,517 CHF | 275,231 CHF | 99.69% | 99.69% |
13/05/2024 | 0.28% | 3.72 CHF | 3.73 CHF | 132,000 | 132,000 | 71,257 | 71,257 | 262,865 CHF | 263,579 CHF | 99.98% | 99.98% |
10/05/2024 | 0.27% | 3.81 CHF | 3.82 CHF | 130,000 | 130,000 | 71,663 | 71,663 | 275,092 CHF | 275,810 CHF | 100.00% | 100.00% |
08/05/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 128,000 | 128,000 | 70,508 | 70,508 | 275,713 CHF | 276,419 CHF | 99.13% | 99.13% |
07/05/2024 | 0.27% | 3.94 CHF | 3.95 CHF | 128,000 | 128,000 | 71,173 | 71,173 | 274,453 CHF | 275,166 CHF | 99.85% | 99.85% |
06/05/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 130,000 | 130,000 | 72,064 | 72,064 | 271,314 CHF | 272,036 CHF | 100.00% | 100.00% |
03/05/2024 | 0.27% | 3.65 CHF | 3.66 CHF | 132,000 | 132,000 | 72,255 | 72,255 | 270,093 CHF | 270,817 CHF | 99.95% | 99.95% |
02/05/2024 | 0.28% | 3.72 CHF | 3.73 CHF | 132,000 | 132,000 | 71,780 | 71,780 | 266,102 CHF | 266,822 CHF | 99.98% | 99.98% |
30/04/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 130,000 | 130,000 | 71,868 | 71,868 | 271,148 CHF | 271,868 CHF | 99.08% | 99.08% |
29/04/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 130,000 | 130,000 | 70,033 | 70,033 | 274,032 CHF | 274,734 CHF | 99.81% | 99.81% |