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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 622,400 | 622,400 | 622,400 | 622,399 | 930,557 CHF | 936,780 CHF | 99.77% | 99.77% |
07/05/2024 | 0.72% | 1.44 CHF | 1.45 CHF | 692,200 | 692,200 | 692,068 | 692,068 | 960,406 CHF | 967,328 CHF | 96.09% | 96.09% |
06/05/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 714,800 | 714,800 | 714,800 | 714,800 | 913,660 CHF | 920,808 CHF | 100.00% | 100.00% |
03/05/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 742,600 | 742,600 | 742,600 | 742,600 | 899,851 CHF | 907,277 CHF | 99.91% | 99.91% |
02/05/2024 | 0.83% | 1.16 CHF | 1.17 CHF | 718,200 | 718,200 | 718,200 | 718,200 | 859,340 CHF | 866,522 CHF | 99.56% | 99.56% |
30/04/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 692,700 | 692,700 | 692,349 | 692,349 | 863,867 CHF | 870,794 CHF | 100.00% | 100.00% |
29/04/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 686,700 | 686,700 | 686,700 | 686,700 | 891,646 CHF | 898,513 CHF | 99.60% | 99.60% |
26/04/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 721,900 | 721,900 | 721,900 | 721,900 | 905,963 CHF | 913,182 CHF | 98.84% | 98.84% |
25/04/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 672,200 | 672,200 | 672,164 | 672,164 | 819,629 CHF | 826,351 CHF | 99.99% | 99.99% |
24/04/2024 | 0.73% | 1.31 CHF | 1.32 CHF | 631,200 | 631,200 | 631,200 | 631,200 | 862,108 CHF | 868,420 CHF | 100.00% | 100.00% |