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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.56% | 1.84 CHF | 1.85 CHF | 72,500 | 72,500 | 72,492 | 72,492 | 130,066 CHF | 130,791 CHF | 95.46% | 95.46% |
06/05/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 72,700 | 72,700 | 72,700 | 72,700 | 131,209 CHF | 131,936 CHF | 98.36% | 98.36% |
03/05/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 78,700 | 78,700 | 78,711 | 78,711 | 137,777 CHF | 138,564 CHF | 99.98% | 99.98% |
02/05/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 81,200 | 81,200 | 81,191 | 81,191 | 131,611 CHF | 132,423 CHF | 100.00% | 100.00% |
30/04/2024 | 0.61% | 1.59 CHF | 1.60 CHF | 77,800 | 77,800 | 77,768 | 77,768 | 127,830 CHF | 128,608 CHF | 99.99% | 99.99% |
29/04/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 77,500 | 77,500 | 75,995 | 75,995 | 129,396 CHF | 130,156 CHF | 100.00% | 100.00% |
26/04/2024 | 0.61% | 1.70 CHF | 1.71 CHF | 79,100 | 79,100 | 80,844 | 80,844 | 133,153 CHF | 133,962 CHF | 98.63% | 98.63% |
25/04/2024 | 0.64% | 1.60 CHF | 1.61 CHF | 78,300 | 78,300 | 78,617 | 78,617 | 123,364 CHF | 124,150 CHF | 99.99% | 99.99% |
24/04/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 78,100 | 78,100 | 76,768 | 76,768 | 130,599 CHF | 131,367 CHF | 99.70% | 99.70% |
23/04/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 82,000 | 82,000 | 81,993 | 81,993 | 133,200 CHF | 134,020 CHF | 100.00% | 100.00% |