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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 242,000 | 242,000 | 240,939 | 240,939 | 112,805 CHF | 115,215 CHF | 98.83% | 98.83% |
07/05/2024 | 1.89% | 0.54 CHF | 0.55 CHF | 240,100 | 240,100 | 242,947 | 242,947 | 127,078 CHF | 129,507 CHF | 97.66% | 97.66% |
06/05/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 248,700 | 248,700 | 246,469 | 246,469 | 129,322 CHF | 131,787 CHF | 100.00% | 100.00% |
03/05/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 252,600 | 252,600 | 251,559 | 251,559 | 127,900 CHF | 130,415 CHF | 100.00% | 100.00% |
02/05/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 248,700 | 248,700 | 247,675 | 247,675 | 125,324 CHF | 127,801 CHF | 100.00% | 100.00% |
30/04/2024 | 1.83% | 0.51 CHF | 0.52 CHF | 216,900 | 216,900 | 212,882 | 212,882 | 115,554 CHF | 117,684 CHF | 100.00% | 100.00% |
29/04/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 210,300 | 210,300 | 209,397 | 209,397 | 130,004 CHF | 132,099 CHF | 100.00% | 100.00% |
26/04/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 218,200 | 218,200 | 217,321 | 217,321 | 129,859 CHF | 132,033 CHF | 99.61% | 99.61% |
25/04/2024 | 1.67% | 0.57 CHF | 0.58 CHF | 213,100 | 213,100 | 209,303 | 209,303 | 124,287 CHF | 126,380 CHF | 100.00% | 100.00% |
23/04/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 212,800 | 212,800 | 214,171 | 214,171 | 126,855 CHF | 128,997 CHF | 100.00% | 100.00% |