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 | 0.72% | 1.46 CHF | 1.47 CHF | 79,800 | 79,800 | 80,485 | 80,485 | 110,910 CHF | 111,715 CHF | 99.24% | 99.24% |
07/05/2024 | 0.83% | 1.25 CHF | 1.26 CHF | 86,700 | 86,700 | 86,696 | 86,696 | 103,879 CHF | 104,746 CHF | 95.30% | 95.30% |
06/05/2024 | 0.78% | 1.18 CHF | 1.19 CHF | 84,200 | 84,200 | 83,406 | 83,406 | 107,184 CHF | 108,018 CHF | 100.00% | 100.00% |
03/05/2024 | 0.79% | 1.23 CHF | 1.24 CHF | 83,500 | 83,500 | 83,156 | 83,156 | 104,206 CHF | 105,037 CHF | 99.96% | 99.96% |
02/05/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 81,000 | 81,000 | 80,989 | 80,989 | 99,402 CHF | 100,212 CHF | 99.98% | 99.98% |
30/04/2024 | 0.75% | 1.28 CHF | 1.29 CHF | 80,700 | 80,700 | 80,667 | 80,667 | 106,819 CHF | 107,626 CHF | 100.00% | 100.00% |
29/04/2024 | 0.75% | 1.28 CHF | 1.29 CHF | 76,800 | 76,800 | 76,800 | 76,800 | 102,027 CHF | 102,795 CHF | 99.99% | 99.99% |
26/04/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 80,400 | 80,400 | 80,341 | 80,341 | 108,318 CHF | 109,122 CHF | 98.64% | 98.64% |
25/04/2024 | 0.89% | 1.24 CHF | 1.25 CHF | 69,600 | 69,600 | 70,070 | 70,069 | 78,949 CHF | 79,648 CHF | 100.00% | 100.00% |
23/04/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 67,700 | 67,700 | 68,319 | 68,319 | 106,455 CHF | 107,138 CHF | 100.00% | 100.00% |