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 | 1.09% | 0.91 CHF | 0.92 CHF | 287,500 | 287,500 | 286,270 | 286,270 | 261,177 CHF | 264,040 CHF | 99.14% | 99.14% |
07/05/2024 | 1.18% | 0.88 CHF | 0.89 CHF | 306,900 | 306,900 | 307,168 | 307,168 | 258,881 CHF | 261,953 CHF | 99.63% | 99.63% |
06/05/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 315,900 | 315,900 | 314,861 | 314,861 | 253,348 CHF | 256,496 CHF | 100.00% | 100.00% |
03/05/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 327,800 | 327,800 | 327,369 | 327,369 | 259,627 CHF | 262,901 CHF | 100.00% | 100.00% |
02/05/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 326,200 | 326,200 | 322,981 | 322,981 | 250,768 CHF | 253,998 CHF | 99.99% | 99.99% |
30/04/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 310,900 | 310,900 | 309,479 | 309,479 | 249,342 CHF | 252,438 CHF | 100.00% | 100.00% |
29/04/2024 | 1.16% | 0.83 CHF | 0.84 CHF | 296,500 | 296,500 | 291,142 | 291,142 | 249,865 CHF | 252,777 CHF | 100.00% | 100.00% |
26/04/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 310,600 | 310,600 | 309,182 | 309,182 | 272,268 CHF | 275,360 CHF | 99.44% | 99.44% |
25/04/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 285,900 | 285,900 | 282,694 | 282,694 | 236,118 CHF | 238,945 CHF | 99.98% | 99.98% |
24/04/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 279,500 | 279,500 | 278,312 | 278,312 | 261,369 CHF | 264,152 CHF | 99.58% | 99.58% |