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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 1,689,100 | 1,689,100 | 1,854,720 | 1,854,720 | 514,379 CHF | 532,810 CHF | 100.00% | 100.00% |
06/05/2024 | 3.47% | 0.29 CHF | 0.30 CHF | 1,878,500 | 1,878,500 | 1,878,500 | 1,878,500 | 531,636 CHF | 550,421 CHF | 100.00% | 100.00% |
03/05/2024 | 1.93% | 0.26 CHF | 0.26 CHF | 1,878,500 | 1,878,500 | 1,919,890 | 1,919,890 | 497,964 CHF | 507,691 CHF | 98.22% | 98.22% |
02/05/2024 | 2.10% | 0.27 CHF | 0.27 CHF | 1,925,500 | 1,925,500 | 1,812,420 | 1,812,420 | 479,329 CHF | 489,528 CHF | 100.00% | 100.00% |
30/04/2024 | 3.12% | 0.27 CHF | 0.27 CHF | 1,753,900 | 1,753,900 | 1,554,830 | 1,554,830 | 434,678 CHF | 448,429 CHF | 99.77% | 99.77% |
29/04/2024 | 3.06% | 0.32 CHF | 0.33 CHF | 1,528,700 | 1,528,700 | 1,460,010 | 1,460,010 | 469,821 CHF | 484,424 CHF | 100.00% | 100.00% |
26/04/2024 | 2.94% | 0.32 CHF | 0.33 CHF | 1,451,600 | 1,451,600 | 1,596,650 | 1,596,650 | 534,970 CHF | 550,937 CHF | 99.19% | 99.19% |
25/04/2024 | 3.19% | 0.32 CHF | 0.33 CHF | 1,615,200 | 1,615,200 | 1,602,150 | 1,602,150 | 495,076 CHF | 511,097 CHF | 99.60% | 99.60% |
24/04/2024 | 3.31% | 0.32 CHF | 0.33 CHF | 1,600,500 | 1,600,500 | 1,542,050 | 1,542,050 | 459,461 CHF | 474,887 CHF | 100.00% | 100.00% |
23/04/2024 | 2.81% | 0.30 CHF | 0.31 CHF | 1,535,300 | 1,535,300 | 1,491,150 | 1,491,140 | 418,216 CHF | 430,241 CHF | 99.32% | 99.32% |