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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 2.09% | 0.23 CHF | 0.24 CHF | 870,500 | 870,500 | 870,500 | 870,500 | 206,095 CHF | 210,447 CHF | 99.59% | 99.59% |
30/04/2024 | 3.65% | 0.24 CHF | 0.25 CHF | 843,400 | 843,400 | 843,035 | 843,035 | 210,744 CHF | 218,578 CHF | 100.00% | 100.00% |
29/04/2024 | 2.48% | 0.25 CHF | 0.25 CHF | 915,300 | 915,300 | 915,300 | 915,300 | 227,738 CHF | 233,474 CHF | 99.63% | 99.63% |
26/04/2024 | 2.18% | 0.24 CHF | 0.24 CHF | 915,300 | 915,300 | 915,300 | 915,300 | 207,603 CHF | 212,180 CHF | 98.02% | 98.02% |
25/04/2024 | 2.34% | 0.20 CHF | 0.21 CHF | 966,900 | 966,900 | 966,900 | 966,900 | 204,657 CHF | 209,492 CHF | 100.00% | 100.00% |
23/04/2024 | 2.23% | 0.23 CHF | 0.24 CHF | 952,100 | 952,100 | 952,002 | 952,002 | 210,892 CHF | 215,653 CHF | 100.00% | 100.00% |
22/04/2024 | 2.32% | 0.21 CHF | 0.22 CHF | 972,100 | 972,100 | 972,100 | 972,100 | 207,096 CHF | 211,956 CHF | 100.00% | 100.00% |
19/04/2024 | 2.35% | 0.21 CHF | 0.22 CHF | 1,039,000 | 1,039,000 | 1,039,000 | 1,039,000 | 218,225 CHF | 223,420 CHF | 100.00% | 100.00% |
18/04/2024 | 2.38% | 0.25 CHF | 0.26 CHF | 840,400 | 840,400 | 840,400 | 840,400 | 207,151 CHF | 212,153 CHF | 100.00% | 100.00% |
17/04/2024 | 2.98% | 0.24 CHF | 0.25 CHF | 858,500 | 858,500 | 856,842 | 856,842 | 212,838 CHF | 219,286 CHF | 100.00% | 100.00% |