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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06/05/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 1,165,200 | 1,165,200 | 1,165,200 | 1,165,200 | 1,436,730 CHF | 1,448,380 CHF | 100.00% | 100.00% |
03/05/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 1,312,200 | 1,312,200 | 1,312,200 | 1,312,200 | 1,521,700 CHF | 1,534,820 CHF | 99.99% | 99.99% |
02/05/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 1,431,600 | 1,431,600 | 1,431,600 | 1,431,600 | 1,439,230 CHF | 1,453,550 CHF | 99.57% | 99.57% |
30/04/2024 | 0.89% | 1.04 CHF | 1.05 CHF | 1,219,500 | 1,219,500 | 1,218,980 | 1,218,980 | 1,358,120 CHF | 1,370,320 CHF | 100.00% | 100.00% |
29/04/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 1,264,100 | 1,264,100 | 1,263,830 | 1,263,830 | 1,416,280 CHF | 1,428,920 CHF | 99.61% | 99.61% |
26/04/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 1,317,700 | 1,317,700 | 1,317,700 | 1,317,700 | 1,415,000 CHF | 1,428,180 CHF | 99.69% | 99.69% |
25/04/2024 | 0.92% | 0.95 CHF | 0.96 CHF | 1,172,600 | 1,172,600 | 1,172,540 | 1,172,540 | 1,269,920 CHF | 1,281,650 CHF | 99.99% | 99.99% |
23/04/2024 | 0.87% | 1.20 CHF | 1.21 CHF | 1,241,100 | 1,241,100 | 1,241,010 | 1,241,010 | 1,422,900 CHF | 1,435,310 CHF | 100.00% | 100.00% |
22/04/2024 | 0.92% | 1.04 CHF | 1.05 CHF | 1,324,900 | 1,324,900 | 1,324,540 | 1,324,540 | 1,437,750 CHF | 1,450,990 CHF | 100.00% | 100.00% |
19/04/2024 | 1.04% | 1.03 CHF | 1.04 CHF | 1,406,500 | 1,406,500 | 1,406,500 | 1,406,500 | 1,348,430 CHF | 1,362,490 CHF | 99.99% | 99.99% |