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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 242,700 | 242,700 | 242,689 | 242,689 | 190,311 CHF | 192,738 CHF | 95.30% | 95.30% |
06/05/2024 | 1.31% | 0.79 CHF | 0.80 CHF | 247,600 | 247,600 | 245,217 | 245,217 | 185,773 CHF | 188,225 CHF | 100.00% | 100.00% |
03/05/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 249,000 | 249,000 | 247,934 | 247,934 | 190,412 CHF | 192,891 CHF | 100.00% | 100.00% |
02/05/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 254,200 | 254,200 | 254,161 | 254,161 | 197,314 CHF | 199,855 CHF | 99.98% | 99.98% |
30/04/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 249,500 | 249,500 | 249,394 | 249,394 | 186,292 CHF | 188,787 CHF | 100.00% | 100.00% |
29/04/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 258,000 | 258,000 | 258,000 | 258,000 | 192,900 CHF | 195,480 CHF | 99.99% | 99.99% |
26/04/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 249,400 | 249,400 | 249,218 | 249,218 | 184,183 CHF | 186,675 CHF | 98.65% | 98.65% |
25/04/2024 | 1.25% | 0.77 CHF | 0.78 CHF | 278,500 | 278,500 | 280,277 | 280,277 | 223,739 CHF | 226,542 CHF | 100.00% | 100.00% |
24/04/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 275,800 | 275,800 | 273,422 | 273,422 | 189,482 CHF | 192,217 CHF | 99.71% | 99.71% |
23/04/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 266,300 | 266,300 | 268,930 | 268,930 | 187,838 CHF | 190,528 CHF | 100.00% | 100.00% |