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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03/05/2024 | 0.63% | 1.54 CHF | 1.55 CHF | 287,300 | 287,300 | 291,481 | 291,481 | 459,115 CHF | 462,030 CHF | 98.75% | 98.75% |
02/05/2024 | 0.64% | 1.61 CHF | 1.62 CHF | 295,800 | 295,800 | 291,726 | 291,726 | 454,878 CHF | 457,795 CHF | 99.99% | 99.99% |
30/04/2024 | 0.62% | 1.58 CHF | 1.59 CHF | 281,500 | 281,500 | 269,640 | 269,640 | 435,448 CHF | 438,145 CHF | 100.00% | 100.00% |
29/04/2024 | 0.55% | 1.77 CHF | 1.78 CHF | 258,400 | 258,400 | 254,795 | 254,797 | 460,056 CHF | 462,608 CHF | 99.99% | 99.99% |
26/04/2024 | 0.53% | 1.79 CHF | 1.80 CHF | 251,100 | 251,100 | 254,548 | 254,548 | 479,634 CHF | 482,179 CHF | 99.53% | 99.53% |
25/04/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 258,000 | 258,000 | 261,371 | 261,371 | 478,638 CHF | 481,252 CHF | 99.91% | 99.91% |
24/04/2024 | 0.56% | 1.82 CHF | 1.83 CHF | 264,800 | 264,800 | 267,584 | 267,584 | 478,423 CHF | 481,100 CHF | 100.00% | 100.00% |
23/04/2024 | 0.58% | 1.78 CHF | 1.79 CHF | 270,700 | 270,700 | 258,510 | 258,508 | 446,059 CHF | 448,640 CHF | 100.00% | 100.00% |
22/04/2024 | 0.52% | 1.82 CHF | 1.83 CHF | 245,800 | 245,800 | 238,943 | 238,947 | 455,229 CHF | 457,626 CHF | 100.00% | 100.00% |
19/04/2024 | 0.47% | 2.19 CHF | 2.20 CHF | 232,000 | 232,000 | 228,967 | 228,968 | 484,572 CHF | 486,863 CHF | 99.99% | 99.99% |