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 | 0.61% | 1.64 CHF | 1.65 CHF | 270,000 | 270,000 | 268,885 | 268,885 | 438,978 CHF | 441,667 CHF | 99.88% | 99.88% |
10/05/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 270,000 | 270,000 | 272,374 | 272,374 | 440,487 CHF | 443,211 CHF | 100.00% | 100.00% |
08/05/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 280,000 | 280,000 | 280,430 | 280,430 | 422,335 CHF | 425,140 CHF | 98.93% | 98.93% |
07/05/2024 | 0.70% | 1.49 CHF | 1.50 CHF | 285,000 | 285,000 | 286,140 | 286,140 | 410,006 CHF | 412,870 CHF | 91.33% | 91.33% |
06/05/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 285,000 | 285,000 | 285,201 | 285,201 | 411,989 CHF | 414,841 CHF | 100.00% | 100.00% |
03/05/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 290,000 | 290,000 | 289,500 | 289,500 | 405,990 CHF | 408,885 CHF | 88.03% | 88.03% |
02/05/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 290,000 | 290,000 | 291,201 | 291,201 | 401,164 CHF | 404,076 CHF | 91.84% | 91.84% |
30/04/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 290,000 | 290,000 | 288,377 | 288,377 | 411,624 CHF | 414,509 CHF | 100.00% | 100.00% |
29/04/2024 | 0.84% | 1.43 CHF | 1.44 CHF | 290,000 | 290,000 | 271,874 | 271,874 | 390,637 CHF | 393,655 CHF | 100.00% | 100.00% |
26/04/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 290,000 | 290,000 | 289,235 | 289,235 | 403,568 CHF | 406,460 CHF | 99.41% | 99.41% |