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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 1,601,500 | 1,601,500 | 1,601,500 | 1,601,500 | 2,750,560 CHF | 2,766,580 CHF | 99.56% | 99.56% |
30/04/2024 | 0.54% | 1.72 CHF | 1.73 CHF | 1,450,000 | 1,450,000 | 1,449,410 | 1,449,410 | 2,664,780 CHF | 2,679,280 CHF | 100.00% | 100.00% |
29/04/2024 | 0.53% | 1.94 CHF | 1.95 CHF | 1,414,300 | 1,414,300 | 1,404,110 | 1,404,110 | 2,754,690 CHF | 2,768,740 CHF | 99.58% | 99.58% |
26/04/2024 | 0.53% | 1.97 CHF | 1.98 CHF | 1,583,500 | 1,583,500 | 1,583,500 | 1,583,500 | 2,996,950 CHF | 3,012,780 CHF | 99.14% | 99.14% |
25/04/2024 | 0.56% | 1.74 CHF | 1.75 CHF | 1,445,400 | 1,445,400 | 1,445,310 | 1,445,310 | 2,566,970 CHF | 2,581,420 CHF | 99.99% | 99.99% |
24/04/2024 | 0.50% | 1.90 CHF | 1.91 CHF | 1,408,500 | 1,408,500 | 1,407,940 | 1,407,940 | 2,831,340 CHF | 2,845,430 CHF | 100.00% | 100.00% |
23/04/2024 | 0.53% | 1.97 CHF | 1.98 CHF | 1,600,400 | 1,600,400 | 1,600,180 | 1,600,180 | 2,994,250 CHF | 3,010,260 CHF | 100.00% | 100.00% |
22/04/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 1,694,500 | 1,694,500 | 1,694,150 | 1,694,150 | 2,842,370 CHF | 2,859,310 CHF | 100.00% | 100.00% |
19/04/2024 | 0.64% | 1.61 CHF | 1.62 CHF | 1,606,500 | 1,606,500 | 1,606,500 | 1,606,500 | 2,522,560 CHF | 2,538,630 CHF | 99.57% | 99.57% |
18/04/2024 | 0.61% | 1.71 CHF | 1.72 CHF | 1,659,300 | 1,659,300 | 1,659,300 | 1,659,300 | 2,731,210 CHF | 2,747,800 CHF | 99.99% | 99.99% |