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 | 0.21% | 4.86 CHF | 4.87 CHF | 178,000 | 178,000 | 79,230 | 79,230 | 388,482 CHF | 389,276 CHF | 100.00% | 100.00% |
10/05/2024 | 0.20% | 4.92 CHF | 4.93 CHF | 176,000 | 176,000 | 78,528 | 78,528 | 392,185 CHF | 392,972 CHF | 100.00% | 100.00% |
08/05/2024 | 0.21% | 4.94 CHF | 4.95 CHF | 176,000 | 176,000 | 77,917 | 77,917 | 384,877 CHF | 385,658 CHF | 98.98% | 98.98% |
07/05/2024 | 0.21% | 4.99 CHF | 5.00 CHF | 174,000 | 174,000 | 78,756 | 78,756 | 390,632 CHF | 391,422 CHF | 99.67% | 99.67% |
06/05/2024 | 0.21% | 4.88 CHF | 4.89 CHF | 178,000 | 178,000 | 80,103 | 80,103 | 388,088 CHF | 388,891 CHF | 100.00% | 100.00% |
03/05/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 178,000 | 178,000 | 79,333 | 79,333 | 383,456 CHF | 384,251 CHF | 99.95% | 99.95% |
02/05/2024 | 0.22% | 4.72 CHF | 4.73 CHF | 180,000 | 180,000 | 81,269 | 81,269 | 380,505 CHF | 381,319 CHF | 99.97% | 99.97% |
30/04/2024 | 0.22% | 4.62 CHF | 4.63 CHF | 182,000 | 182,000 | 80,709 | 80,709 | 379,067 CHF | 379,876 CHF | 100.00% | 100.00% |
29/04/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 184,000 | 184,000 | 79,548 | 79,548 | 371,314 CHF | 372,111 CHF | 99.55% | 99.55% |
26/04/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 184,000 | 184,000 | 80,479 | 80,479 | 365,353 CHF | 366,159 CHF | 99.47% | 99.47% |