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 | 0.23% | 4.37 CHF | 4.38 CHF | 178,000 | 178,000 | 79,242 | 79,242 | 349,115 CHF | 349,909 CHF | 100.00% | 100.00% |
10/05/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 176,000 | 176,000 | 78,523 | 78,523 | 353,120 CHF | 353,907 CHF | 100.00% | 100.00% |
08/05/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 176,000 | 176,000 | 77,921 | 77,921 | 346,103 CHF | 346,883 CHF | 98.97% | 98.97% |
07/05/2024 | 0.23% | 4.50 CHF | 4.51 CHF | 174,000 | 174,000 | 78,754 | 78,754 | 351,503 CHF | 352,293 CHF | 99.67% | 99.67% |
06/05/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 178,000 | 178,000 | 80,101 | 80,101 | 348,362 CHF | 349,165 CHF | 100.00% | 100.00% |
03/05/2024 | 0.24% | 4.35 CHF | 4.36 CHF | 178,000 | 178,000 | 79,314 | 79,314 | 344,053 CHF | 344,848 CHF | 99.94% | 99.94% |
02/05/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 180,000 | 180,000 | 81,280 | 81,280 | 339,985 CHF | 340,800 CHF | 99.98% | 99.98% |
30/04/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 182,000 | 182,000 | 80,709 | 80,709 | 338,718 CHF | 339,526 CHF | 100.00% | 100.00% |
29/04/2024 | 0.24% | 4.09 CHF | 4.10 CHF | 184,000 | 184,000 | 79,540 | 79,540 | 331,598 CHF | 332,395 CHF | 99.54% | 99.54% |
26/04/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 184,000 | 184,000 | 80,483 | 80,483 | 325,239 CHF | 326,046 CHF | 99.47% | 99.47% |