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 | 4.91% | 0.10 CHF | 0.11 CHF | 1,476,600 | 1,476,600 | 1,451,450 | 1,451,450 | 144,268 CHF | 151,526 CHF | 100.00% | 100.00% |
03/05/2024 | 4.78% | 0.10 CHF | 0.10 CHF | 1,435,400 | 1,435,400 | 1,343,730 | 1,343,730 | 137,286 CHF | 144,005 CHF | 98.78% | 98.78% |
02/05/2024 | 4.16% | 0.12 CHF | 0.13 CHF | 1,284,800 | 1,284,800 | 1,156,490 | 1,156,490 | 136,186 CHF | 141,968 CHF | 100.00% | 100.00% |
30/04/2024 | 4.02% | 0.14 CHF | 0.14 CHF | 1,242,700 | 1,242,700 | 1,245,720 | 1,245,720 | 152,305 CHF | 158,537 CHF | 99.78% | 99.78% |
29/04/2024 | 4.12% | 0.12 CHF | 0.12 CHF | 1,248,900 | 1,248,900 | 1,252,010 | 1,252,010 | 149,037 CHF | 155,297 CHF | 99.83% | 99.83% |
26/04/2024 | 4.09% | 0.13 CHF | 0.13 CHF | 1,254,700 | 1,254,700 | 1,237,060 | 1,237,060 | 148,121 CHF | 154,306 CHF | 99.20% | 99.20% |
25/04/2024 | 4.01% | 0.13 CHF | 0.13 CHF | 1,225,700 | 1,225,700 | 1,213,190 | 1,213,190 | 148,518 CHF | 154,584 CHF | 99.89% | 99.89% |
24/04/2024 | 3.96% | 0.13 CHF | 0.13 CHF | 1,205,100 | 1,205,100 | 1,254,420 | 1,254,420 | 155,312 CHF | 161,585 CHF | 99.54% | 99.54% |
23/04/2024 | 4.22% | 0.12 CHF | 0.12 CHF | 1,287,500 | 1,287,500 | 1,279,870 | 1,279,870 | 148,593 CHF | 154,993 CHF | 99.15% | 99.15% |
22/04/2024 | 4.23% | 0.12 CHF | 0.13 CHF | 1,275,200 | 1,275,200 | 1,320,940 | 1,320,940 | 152,875 CHF | 159,480 CHF | 99.55% | 99.55% |