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 | 0.79% | 1.27 CHF | 1.28 CHF | 470,800 | 470,800 | 448,254 | 448,254 | 565,784 CHF | 570,266 CHF | 99.99% | 99.99% |
30/04/2024 | 0.75% | 1.25 CHF | 1.26 CHF | 436,400 | 436,400 | 395,876 | 395,876 | 526,815 CHF | 530,776 CHF | 99.77% | 99.77% |
29/04/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 390,600 | 390,600 | 376,157 | 376,157 | 563,576 CHF | 567,338 CHF | 99.99% | 99.99% |
26/04/2024 | 0.64% | 1.49 CHF | 1.50 CHF | 374,400 | 374,400 | 405,075 | 405,075 | 630,345 CHF | 634,395 CHF | 99.18% | 99.18% |
25/04/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 409,000 | 409,000 | 406,247 | 406,247 | 587,914 CHF | 591,976 CHF | 99.58% | 99.58% |
23/04/2024 | 0.75% | 1.41 CHF | 1.42 CHF | 392,400 | 392,400 | 383,106 | 383,106 | 509,493 CHF | 513,325 CHF | 99.34% | 99.34% |
22/04/2024 | 0.62% | 1.52 CHF | 1.53 CHF | 381,900 | 381,900 | 322,241 | 322,241 | 523,062 CHF | 526,285 CHF | 100.00% | 100.00% |
19/04/2024 | 0.53% | 1.98 CHF | 1.99 CHF | 314,400 | 314,400 | 310,774 | 310,774 | 586,782 CHF | 589,890 CHF | 100.00% | 100.00% |
18/04/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 310,300 | 310,300 | 301,952 | 301,952 | 566,599 CHF | 569,618 CHF | 99.77% | 99.77% |
17/04/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 300,900 | 300,900 | 321,317 | 321,317 | 624,257 CHF | 627,476 CHF | 99.98% | 99.98% |