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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 1,481,200 | 1,481,200 | 1,481,200 | 1,481,200 | 754,574 CHF | 769,386 CHF | 99.77% | 99.77% |
07/05/2024 | 2.14% | 0.49 CHF | 0.50 CHF | 1,695,000 | 1,695,000 | 1,694,670 | 1,694,670 | 785,401 CHF | 802,351 CHF | 96.09% | 96.09% |
06/05/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 1,766,100 | 1,766,100 | 1,766,100 | 1,766,100 | 738,982 CHF | 756,643 CHF | 100.00% | 100.00% |
03/05/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 1,854,500 | 1,854,500 | 1,854,500 | 1,854,500 | 724,301 CHF | 742,846 CHF | 99.91% | 99.91% |
02/05/2024 | 2.57% | 0.37 CHF | 0.38 CHF | 1,776,200 | 1,776,200 | 1,776,200 | 1,776,200 | 683,953 CHF | 701,715 CHF | 99.57% | 99.57% |
30/04/2024 | 2.43% | 0.39 CHF | 0.40 CHF | 1,694,400 | 1,694,400 | 1,693,550 | 1,693,550 | 688,297 CHF | 705,241 CHF | 100.00% | 100.00% |
29/04/2024 | 2.32% | 0.41 CHF | 0.42 CHF | 1,675,600 | 1,675,600 | 1,675,600 | 1,675,600 | 713,541 CHF | 730,297 CHF | 99.58% | 99.58% |
26/04/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 1,786,100 | 1,786,100 | 1,786,100 | 1,786,100 | 731,447 CHF | 749,308 CHF | 98.85% | 98.85% |
25/04/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 1,627,900 | 1,627,900 | 1,627,810 | 1,627,810 | 641,306 CHF | 657,585 CHF | 100.00% | 100.00% |
24/04/2024 | 2.17% | 0.43 CHF | 0.44 CHF | 1,500,300 | 1,500,300 | 1,500,300 | 1,500,300 | 684,724 CHF | 699,727 CHF | 100.00% | 100.00% |