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 | 3.19% | 0.16 CHF | 0.17 CHF | 2,957,600 | 2,957,600 | 2,916,670 | 2,916,670 | 450,825 CHF | 465,408 CHF | 100.00% | 100.00% |
30/04/2024 | 3.08% | 0.16 CHF | 0.16 CHF | 2,814,700 | 2,814,700 | 2,696,100 | 2,696,100 | 431,470 CHF | 444,956 CHF | 100.00% | 100.00% |
29/04/2024 | 2.76% | 0.18 CHF | 0.18 CHF | 2,583,600 | 2,583,600 | 2,547,380 | 2,547,380 | 455,320 CHF | 468,059 CHF | 100.00% | 100.00% |
26/04/2024 | 2.64% | 0.18 CHF | 0.19 CHF | 2,510,200 | 2,510,200 | 2,544,980 | 2,544,980 | 476,509 CHF | 489,234 CHF | 99.53% | 99.53% |
25/04/2024 | 2.72% | 0.18 CHF | 0.19 CHF | 2,579,800 | 2,579,800 | 2,613,510 | 2,613,510 | 474,859 CHF | 487,927 CHF | 99.91% | 99.91% |
23/04/2024 | 2.88% | 0.18 CHF | 0.18 CHF | 2,706,500 | 2,706,500 | 2,584,710 | 2,584,710 | 442,952 CHF | 455,876 CHF | 100.00% | 100.00% |
22/04/2024 | 2.61% | 0.18 CHF | 0.19 CHF | 2,457,700 | 2,457,700 | 2,389,150 | 2,389,150 | 451,731 CHF | 463,680 CHF | 100.00% | 100.00% |
19/04/2024 | 2.34% | 0.22 CHF | 0.23 CHF | 2,319,600 | 2,319,600 | 2,289,330 | 2,289,330 | 482,586 CHF | 494,032 CHF | 100.00% | 100.00% |
18/04/2024 | 2.30% | 0.22 CHF | 0.22 CHF | 2,261,700 | 2,261,700 | 2,261,160 | 2,261,160 | 484,990 CHF | 496,296 CHF | 99.98% | 99.98% |
17/04/2024 | 2.29% | 0.22 CHF | 0.23 CHF | 2,260,600 | 2,260,600 | 2,280,850 | 2,280,850 | 494,250 CHF | 505,676 CHF | 98.86% | 98.86% |