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 | 21.64% | 0.04 CHF | 0.05 CHF | 632,900 | 632,900 | 638,178 | 638,178 | 26,358 CHF | 32,740 CHF | 99.25% | 99.25% |
07/05/2024 | 23.71% | 0.04 CHF | 0.05 CHF | 641,600 | 641,600 | 644,973 | 644,973 | 24,064 CHF | 30,514 CHF | 95.30% | 95.30% |
06/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 658,000 | 658,000 | 658,000 | 658,000 | 26,320 CHF | 32,900 CHF | 98.36% | 98.36% |
03/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 669,000 | 669,000 | 669,000 | 669,000 | 26,760 CHF | 33,450 CHF | 100.00% | 100.00% |
02/05/2024 | 23.06% | 0.04 CHF | 0.05 CHF | 639,700 | 639,700 | 640,365 | 640,365 | 24,651 CHF | 31,055 CHF | 99.99% | 99.99% |
30/04/2024 | 22.24% | 0.04 CHF | 0.05 CHF | 637,200 | 637,200 | 636,883 | 636,883 | 25,475 CHF | 31,847 CHF | 100.00% | 100.00% |
29/04/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 664,000 | 664,000 | 664,000 | 664,000 | 26,560 CHF | 33,200 CHF | 100.00% | 100.00% |
26/04/2024 | 24.47% | 0.04 CHF | 0.05 CHF | 707,700 | 707,700 | 711,407 | 711,407 | 25,574 CHF | 32,688 CHF | 98.65% | 98.65% |
25/04/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 720,600 | 720,600 | 720,600 | 720,600 | 25,221 CHF | 32,427 CHF | 100.00% | 100.00% |
24/04/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 728,700 | 728,700 | 728,700 | 728,700 | 25,505 CHF | 32,792 CHF | 99.72% | 99.72% |