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 | 1.13% | 0.87 CHF | 0.88 CHF | 31,700 | 31,700 | 31,950 | 31,950 | 28,010 CHF | 28,329 CHF | 99.25% | 99.25% |
07/05/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 32,100 | 32,100 | 32,279 | 32,279 | 25,072 CHF | 25,395 CHF | 95.30% | 95.30% |
06/05/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 32,900 | 32,900 | 32,900 | 32,900 | 26,457 CHF | 26,786 CHF | 98.41% | 98.41% |
03/05/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 33,500 | 33,500 | 33,500 | 33,500 | 26,896 CHF | 27,231 CHF | 100.00% | 100.00% |
02/05/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 32,000 | 32,000 | 32,036 | 32,036 | 25,111 CHF | 25,431 CHF | 99.99% | 99.99% |
30/04/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 31,900 | 31,900 | 31,884 | 31,884 | 26,473 CHF | 26,792 CHF | 100.00% | 100.00% |
29/04/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 33,200 | 33,200 | 33,200 | 33,200 | 26,875 CHF | 27,207 CHF | 100.00% | 100.00% |
26/04/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 35,400 | 35,400 | 35,594 | 35,594 | 27,566 CHF | 27,922 CHF | 98.64% | 98.64% |
25/04/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 36,100 | 36,100 | 36,100 | 36,100 | 26,120 CHF | 26,481 CHF | 100.00% | 100.00% |
24/04/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 36,500 | 36,500 | 36,500 | 36,500 | 27,269 CHF | 27,634 CHF | 99.72% | 99.72% |