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 | 0.42% | 2.32 CHF | 2.33 CHF | 359,100 | 359,100 | 359,100 | 359,100 | 862,611 CHF | 866,202 CHF | 99.59% | 99.59% |
30/04/2024 | 0.40% | 2.44 CHF | 2.45 CHF | 346,400 | 346,400 | 346,228 | 346,228 | 867,221 CHF | 870,685 CHF | 99.98% | 99.98% |
29/04/2024 | 0.38% | 2.54 CHF | 2.55 CHF | 343,400 | 343,400 | 343,400 | 343,400 | 895,003 CHF | 898,437 CHF | 99.63% | 99.63% |
26/04/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 361,000 | 361,000 | 361,000 | 361,000 | 908,215 CHF | 911,825 CHF | 98.85% | 98.85% |
25/04/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 336,100 | 336,100 | 336,082 | 336,082 | 822,743 CHF | 826,104 CHF | 100.00% | 100.00% |
24/04/2024 | 0.36% | 2.64 CHF | 2.65 CHF | 315,600 | 315,600 | 315,600 | 315,600 | 864,773 CHF | 867,929 CHF | 100.00% | 100.00% |
23/04/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 342,700 | 342,700 | 342,700 | 342,700 | 975,310 CHF | 978,737 CHF | 99.87% | 99.87% |
22/04/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 359,500 | 359,500 | 359,500 | 359,500 | 900,058 CHF | 903,653 CHF | 100.00% | 100.00% |
19/04/2024 | 0.44% | 2.40 CHF | 2.41 CHF | 374,700 | 374,700 | 374,700 | 374,700 | 857,415 CHF | 861,162 CHF | 99.99% | 99.99% |
18/04/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 374,200 | 374,200 | 374,200 | 374,200 | 870,351 CHF | 874,093 CHF | 100.00% | 100.00% |