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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 386,100 | 386,100 | 171,614 | 171,614 | 146,245 CHF | 147,964 CHF | 100.00% | 100.00% |
10/05/2024 | 1.12% | 0.86 CHF | 0.87 CHF | 365,100 | 365,100 | 162,263 | 162,263 | 146,029 CHF | 147,654 CHF | 100.00% | 100.00% |
08/05/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 370,000 | 370,000 | 163,254 | 163,254 | 141,798 CHF | 143,434 CHF | 98.97% | 98.97% |
07/05/2024 | 1.15% | 0.90 CHF | 0.91 CHF | 366,000 | 366,000 | 166,956 | 166,956 | 147,452 CHF | 149,125 CHF | 97.82% | 97.82% |
06/05/2024 | 1.23% | 0.85 CHF | 0.86 CHF | 393,500 | 393,500 | 176,191 | 176,191 | 145,459 CHF | 147,224 CHF | 100.00% | 100.00% |
03/05/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 405,800 | 405,800 | 180,758 | 180,758 | 147,947 CHF | 149,758 CHF | 99.97% | 99.97% |
02/05/2024 | 1.37% | 0.76 CHF | 0.77 CHF | 460,900 | 460,900 | 207,543 | 207,543 | 153,985 CHF | 156,064 CHF | 99.98% | 99.98% |
30/04/2024 | - | 0.72 CHF | - CHF | 437,900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
29/04/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 455,000 | 455,000 | 196,371 | 196,371 | 147,516 CHF | 149,484 CHF | 99.55% | 99.55% |
26/04/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 514,900 | 514,900 | 225,037 | 225,037 | 156,744 CHF | 158,998 CHF | 99.48% | 99.48% |