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 | 0.24% | 4.23 CHF | 4.24 CHF | 178,000 | 178,000 | 79,230 | 79,230 | 338,090 CHF | 338,884 CHF | 100.00% | 100.00% |
10/05/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 176,000 | 176,000 | 78,522 | 78,522 | 342,261 CHF | 343,048 CHF | 100.00% | 100.00% |
08/05/2024 | 0.24% | 4.31 CHF | 4.32 CHF | 176,000 | 176,000 | 77,912 | 77,912 | 335,256 CHF | 336,036 CHF | 98.97% | 98.97% |
07/05/2024 | 0.24% | 4.36 CHF | 4.37 CHF | 174,000 | 174,000 | 78,756 | 78,756 | 340,597 CHF | 341,387 CHF | 99.67% | 99.67% |
06/05/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 178,000 | 178,000 | 80,103 | 80,103 | 337,326 CHF | 338,128 CHF | 100.00% | 100.00% |
03/05/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 178,000 | 178,000 | 79,305 | 79,305 | 333,062 CHF | 333,856 CHF | 99.93% | 99.93% |
02/05/2024 | 0.25% | 4.08 CHF | 4.09 CHF | 180,000 | 180,000 | 81,256 | 81,256 | 328,568 CHF | 329,382 CHF | 99.96% | 99.96% |
30/04/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 182,000 | 182,000 | 80,701 | 80,701 | 327,486 CHF | 328,295 CHF | 99.99% | 99.99% |
29/04/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 184,000 | 184,000 | 79,548 | 79,548 | 320,609 CHF | 321,406 CHF | 99.55% | 99.55% |
26/04/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 184,000 | 184,000 | 80,479 | 80,479 | 314,054 CHF | 314,860 CHF | 99.47% | 99.47% |