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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 253,600 | 253,600 | 265,564 | 265,564 | 363,162 CHF | 365,818 CHF | 100.00% | 100.00% |
30/04/2024 | 0.73% | 1.32 CHF | 1.33 CHF | 252,800 | 252,800 | 252,250 | 252,250 | 345,224 CHF | 347,748 CHF | 99.78% | 99.78% |
29/04/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 252,200 | 252,200 | 251,781 | 251,781 | 348,674 CHF | 351,192 CHF | 99.83% | 99.83% |
26/04/2024 | 0.72% | 1.35 CHF | 1.36 CHF | 251,600 | 251,600 | 253,232 | 253,232 | 350,120 CHF | 352,653 CHF | 99.34% | 99.34% |
25/04/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 254,300 | 254,300 | 255,502 | 255,502 | 349,683 CHF | 352,238 CHF | 99.91% | 99.91% |
24/04/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 256,300 | 256,300 | 251,262 | 251,262 | 343,120 CHF | 345,633 CHF | 99.54% | 99.54% |
23/04/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 248,000 | 248,000 | 248,637 | 248,637 | 348,218 CHF | 350,704 CHF | 99.15% | 99.15% |
22/04/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 249,100 | 249,100 | 244,714 | 244,714 | 343,115 CHF | 345,562 CHF | 99.55% | 99.55% |
19/04/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 241,900 | 241,900 | 241,236 | 241,236 | 347,791 CHF | 350,203 CHF | 100.00% | 100.00% |
18/04/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 240,800 | 240,800 | 243,867 | 243,867 | 348,827 CHF | 351,265 CHF | 100.00% | 100.00% |