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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03/05/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 336,000 | 336,000 | 348,342 | 348,342 | 289,816 CHF | 293,299 CHF | 98.76% | 98.76% |
02/05/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 356,400 | 356,400 | 376,918 | 376,918 | 294,429 CHF | 298,198 CHF | 100.00% | 100.00% |
30/04/2024 | 1.27% | 0.75 CHF | 0.76 CHF | 354,300 | 354,300 | 353,458 | 353,458 | 276,827 CHF | 280,364 CHF | 99.78% | 99.78% |
29/04/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 353,300 | 353,300 | 352,522 | 352,522 | 280,377 CHF | 283,903 CHF | 99.83% | 99.83% |
26/04/2024 | 1.25% | 0.77 CHF | 0.78 CHF | 352,200 | 352,200 | 354,979 | 354,979 | 281,584 CHF | 285,134 CHF | 99.20% | 99.20% |
25/04/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 356,900 | 356,900 | 358,884 | 358,884 | 281,063 CHF | 284,652 CHF | 99.91% | 99.91% |
24/04/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 360,300 | 360,300 | 351,633 | 351,633 | 274,968 CHF | 278,485 CHF | 99.54% | 99.54% |
23/04/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 346,000 | 346,000 | 347,048 | 347,048 | 279,796 CHF | 283,266 CHF | 99.15% | 99.15% |
22/04/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 347,900 | 347,900 | 340,399 | 340,399 | 274,520 CHF | 277,924 CHF | 99.55% | 99.55% |
19/04/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 335,500 | 335,500 | 334,354 | 334,354 | 279,602 CHF | 282,945 CHF | 100.00% | 100.00% |