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 | 0.70% | 1.47 CHF | 1.48 CHF | 138,000 | 138,000 | 139,164 | 139,164 | 199,462 CHF | 200,854 CHF | 99.24% | 99.24% |
07/05/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 145,100 | 145,100 | 145,094 | 145,094 | 193,718 CHF | 195,169 CHF | 95.30% | 95.30% |
06/05/2024 | 0.72% | 1.33 CHF | 1.34 CHF | 143,300 | 143,300 | 141,950 | 141,950 | 196,290 CHF | 197,709 CHF | 100.00% | 100.00% |
03/05/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 142,800 | 142,800 | 142,215 | 142,215 | 194,237 CHF | 195,659 CHF | 99.99% | 99.99% |
02/05/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 141,000 | 141,000 | 140,979 | 140,979 | 190,493 CHF | 191,903 CHF | 100.00% | 100.00% |
30/04/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 139,800 | 139,800 | 139,728 | 139,728 | 196,048 CHF | 197,446 CHF | 99.99% | 99.99% |
29/04/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 136,900 | 136,900 | 136,900 | 136,900 | 192,280 CHF | 193,649 CHF | 99.99% | 99.99% |
26/04/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 139,600 | 139,600 | 139,500 | 139,500 | 197,932 CHF | 199,327 CHF | 98.65% | 98.65% |
25/04/2024 | 0.77% | 1.36 CHF | 1.37 CHF | 132,500 | 132,500 | 133,389 | 133,389 | 173,726 CHF | 175,060 CHF | 99.98% | 99.98% |
24/04/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 128,100 | 128,100 | 126,981 | 126,981 | 193,823 CHF | 195,093 CHF | 99.71% | 99.71% |