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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06/05/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 458,000 | 458,000 | 458,000 | 458,000 | 744,286 CHF | 748,866 CHF | 100.00% | 100.00% |
03/05/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 458,000 | 458,000 | 464,429 | 464,429 | 702,689 CHF | 707,333 CHF | 98.20% | 98.20% |
02/05/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 465,300 | 465,300 | 447,858 | 447,858 | 689,000 CHF | 693,479 CHF | 99.98% | 99.98% |
30/04/2024 | 0.62% | 1.53 CHF | 1.54 CHF | 438,700 | 438,700 | 406,969 | 406,974 | 652,809 CHF | 656,888 CHF | 99.77% | 99.77% |
29/04/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 402,900 | 402,900 | 391,296 | 391,296 | 689,023 CHF | 692,936 CHF | 100.00% | 100.00% |
26/04/2024 | 0.55% | 1.75 CHF | 1.76 CHF | 389,900 | 389,900 | 414,728 | 414,728 | 750,426 CHF | 754,573 CHF | 99.32% | 99.32% |
25/04/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 417,900 | 417,900 | 415,680 | 415,680 | 711,634 CHF | 715,791 CHF | 99.60% | 99.60% |
23/04/2024 | 0.62% | 1.67 CHF | 1.68 CHF | 404,700 | 404,700 | 397,259 | 397,258 | 635,960 CHF | 639,931 CHF | 99.33% | 99.33% |
22/04/2024 | 0.53% | 1.78 CHF | 1.79 CHF | 396,300 | 396,300 | 348,018 | 348,018 | 650,020 CHF | 653,501 CHF | 100.00% | 100.00% |
19/04/2024 | 0.48% | 2.17 CHF | 2.18 CHF | 341,700 | 341,700 | 338,693 | 338,693 | 707,812 CHF | 711,199 CHF | 100.00% | 100.00% |