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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 2.61% | 0.39 CHF | 0.40 CHF | 273,600 | 273,600 | 274,142 | 274,142 | 103,728 CHF | 106,469 CHF | 100.00% | 100.00% |
08/05/2024 | 2.94% | 0.35 CHF | 0.36 CHF | 318,900 | 318,900 | 321,639 | 321,639 | 107,721 CHF | 110,937 CHF | 99.24% | 99.24% |
07/05/2024 | 3.38% | 0.30 CHF | 0.31 CHF | 346,600 | 346,600 | 346,584 | 346,584 | 100,787 CHF | 104,253 CHF | 95.30% | 95.30% |
06/05/2024 | 3.16% | 0.29 CHF | 0.30 CHF | 336,700 | 336,700 | 333,444 | 333,444 | 103,863 CHF | 107,198 CHF | 100.00% | 100.00% |
03/05/2024 | 3.24% | 0.30 CHF | 0.31 CHF | 334,000 | 334,000 | 332,590 | 332,590 | 100,989 CHF | 104,315 CHF | 99.99% | 99.99% |
02/05/2024 | 3.30% | 0.30 CHF | 0.31 CHF | 324,000 | 324,000 | 323,952 | 323,952 | 96,661 CHF | 99,901 CHF | 100.00% | 100.00% |
30/04/2024 | 3.06% | 0.31 CHF | 0.32 CHF | 322,800 | 322,800 | 322,664 | 322,664 | 103,971 CHF | 107,199 CHF | 100.00% | 100.00% |
29/04/2024 | 3.05% | 0.31 CHF | 0.32 CHF | 307,200 | 307,200 | 307,200 | 307,200 | 99,117 CHF | 102,189 CHF | 99.99% | 99.99% |
26/04/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 321,500 | 321,500 | 321,265 | 321,265 | 106,099 CHF | 109,311 CHF | 98.65% | 98.65% |
25/04/2024 | 3.60% | 0.30 CHF | 0.31 CHF | 278,300 | 278,300 | 280,077 | 280,077 | 76,577 CHF | 79,377 CHF | 99.99% | 99.99% |