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 | 1.13% | 0.88 CHF | 0.89 CHF | 1,919,500 | 1,919,500 | 1,919,500 | 1,919,500 | 1,692,210 CHF | 1,711,400 CHF | 99.77% | 99.77% |
07/05/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 1,765,300 | 1,765,300 | 1,764,940 | 1,764,940 | 1,621,860 CHF | 1,639,520 CHF | 96.10% | 96.10% |
06/05/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 1,723,200 | 1,723,200 | 1,723,200 | 1,723,200 | 1,654,520 CHF | 1,671,750 CHF | 100.00% | 100.00% |
03/05/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 1,675,000 | 1,675,000 | 1,675,000 | 1,675,000 | 1,654,790 CHF | 1,671,540 CHF | 99.91% | 99.91% |
02/05/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 1,713,700 | 1,713,700 | 1,713,700 | 1,713,700 | 1,704,740 CHF | 1,721,880 CHF | 99.58% | 99.58% |
30/04/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 1,756,200 | 1,756,200 | 1,755,310 | 1,755,310 | 1,712,140 CHF | 1,729,710 CHF | 100.00% | 100.00% |
29/04/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 1,766,100 | 1,766,100 | 1,766,100 | 1,766,100 | 1,690,590 CHF | 1,708,250 CHF | 99.60% | 99.60% |
26/04/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 1,701,100 | 1,701,100 | 1,701,100 | 1,701,100 | 1,660,450 CHF | 1,677,460 CHF | 98.85% | 98.85% |
25/04/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 1,784,500 | 1,784,500 | 1,784,400 | 1,784,400 | 1,769,450 CHF | 1,787,300 CHF | 100.00% | 100.00% |
24/04/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 1,861,900 | 1,861,900 | 1,861,900 | 1,861,900 | 1,749,860 CHF | 1,768,480 CHF | 100.00% | 100.00% |