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 | 4.05% | 0.26 CHF | 0.27 CHF | 279,700 | 279,700 | 283,010 | 283,010 | 68,440 CHF | 71,270 CHF | 97.66% | 97.66% |
06/05/2024 | 4.02% | 0.24 CHF | 0.25 CHF | 295,300 | 295,300 | 292,660 | 292,660 | 71,427 CHF | 74,354 CHF | 100.00% | 100.00% |
03/05/2024 | 4.28% | 0.23 CHF | 0.24 CHF | 306,100 | 306,100 | 304,838 | 304,838 | 69,699 CHF | 72,747 CHF | 100.00% | 100.00% |
02/05/2024 | 4.33% | 0.23 CHF | 0.24 CHF | 295,100 | 295,100 | 293,883 | 293,883 | 66,491 CHF | 69,429 CHF | 100.00% | 100.00% |
30/04/2024 | 3.72% | 0.23 CHF | 0.24 CHF | 207,100 | 207,100 | 203,320 | 203,320 | 54,190 CHF | 56,224 CHF | 99.99% | 99.99% |
29/04/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 203,500 | 203,500 | 202,625 | 202,625 | 72,409 CHF | 74,436 CHF | 100.00% | 100.00% |
26/04/2024 | 2.99% | 0.34 CHF | 0.35 CHF | 221,400 | 221,400 | 220,508 | 220,508 | 72,658 CHF | 74,864 CHF | 99.61% | 99.61% |
25/04/2024 | 3.03% | 0.30 CHF | 0.31 CHF | 203,200 | 203,200 | 199,579 | 199,579 | 65,078 CHF | 67,074 CHF | 99.98% | 99.98% |
24/04/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 200,200 | 200,200 | 199,373 | 199,373 | 67,869 CHF | 69,863 CHF | 99.79% | 99.79% |
23/04/2024 | 3.01% | 0.35 CHF | 0.36 CHF | 207,900 | 207,900 | 209,290 | 209,290 | 68,466 CHF | 70,559 CHF | 100.00% | 100.00% |