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 | 14.85% | 0.07 CHF | 0.08 CHF | 424,400 | 424,400 | 426,607 | 426,607 | 26,631 CHF | 30,897 CHF | 99.08% | 99.08% |
07/05/2024 | 15.41% | 0.06 CHF | 0.07 CHF | 434,400 | 434,400 | 437,847 | 437,847 | 26,236 CHF | 30,614 CHF | 99.53% | 99.53% |
06/05/2024 | 15.94% | 0.06 CHF | 0.07 CHF | 444,300 | 444,300 | 443,925 | 443,925 | 25,664 CHF | 30,103 CHF | 100.00% | 100.00% |
03/05/2024 | 16.87% | 0.06 CHF | 0.07 CHF | 491,400 | 491,400 | 492,327 | 492,327 | 26,750 CHF | 31,673 CHF | 100.00% | 100.00% |
02/05/2024 | 17.48% | 0.05 CHF | 0.06 CHF | 484,900 | 484,900 | 483,751 | 483,751 | 25,311 CHF | 30,148 CHF | 100.00% | 100.00% |
30/04/2024 | 18.01% | 0.06 CHF | 0.07 CHF | 467,400 | 467,400 | 466,929 | 466,929 | 23,638 CHF | 28,309 CHF | 100.00% | 100.00% |
29/04/2024 | 17.01% | 0.06 CHF | 0.07 CHF | 489,700 | 489,700 | 492,313 | 492,313 | 26,517 CHF | 31,440 CHF | 100.00% | 100.00% |
26/04/2024 | 18.94% | 0.05 CHF | 0.06 CHF | 567,200 | 567,200 | 572,106 | 572,106 | 27,403 CHF | 33,124 CHF | 67.21% | 67.21% |
25/04/2024 | 20.41% | 0.05 CHF | 0.06 CHF | 545,400 | 545,400 | 544,512 | 544,512 | 23,997 CHF | 29,442 CHF | 100.00% | 100.00% |
24/04/2024 | 18.49% | 0.05 CHF | 0.06 CHF | 476,200 | 476,200 | 474,907 | 474,907 | 23,360 CHF | 28,110 CHF | 99.91% | 99.91% |