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 | 1.56% | 0.63 CHF | 0.64 CHF | 118,900 | 118,900 | 118,455 | 118,455 | 75,347 CHF | 76,532 CHF | 99.25% | 99.25% |
07/05/2024 | 1.67% | 0.64 CHF | 0.65 CHF | 122,200 | 122,200 | 124,359 | 124,359 | 73,935 CHF | 75,179 CHF | 97.07% | 97.07% |
06/05/2024 | 1.66% | 0.63 CHF | 0.64 CHF | 128,900 | 128,900 | 132,110 | 132,110 | 79,131 CHF | 80,452 CHF | 100.00% | 100.00% |
03/05/2024 | 1.80% | 0.57 CHF | 0.58 CHF | 137,100 | 137,100 | 138,876 | 138,876 | 76,627 CHF | 78,016 CHF | 99.99% | 99.99% |
02/05/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 136,900 | 136,900 | 137,387 | 137,387 | 75,743 CHF | 77,117 CHF | 99.99% | 99.99% |
30/04/2024 | 1.70% | 0.55 CHF | 0.56 CHF | 129,200 | 129,200 | 128,614 | 128,614 | 75,066 CHF | 76,353 CHF | 100.00% | 100.00% |
29/04/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 133,800 | 133,800 | 133,225 | 133,225 | 77,707 CHF | 79,039 CHF | 100.00% | 100.00% |
26/04/2024 | 1.80% | 0.57 CHF | 0.58 CHF | 142,700 | 142,700 | 144,969 | 144,969 | 79,757 CHF | 81,207 CHF | 98.64% | 98.64% |
25/04/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 144,600 | 144,600 | 144,004 | 144,004 | 75,069 CHF | 76,509 CHF | 100.00% | 100.00% |
23/04/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 150,500 | 150,500 | 149,864 | 149,864 | 78,058 CHF | 79,557 CHF | 99.99% | 99.99% |