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 | 1.96% | 0.48 CHF | 0.49 CHF | 287,100 | 287,100 | 268,801 | 268,801 | 136,090 CHF | 138,778 CHF | 98.77% | 98.77% |
02/05/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 257,000 | 257,000 | 231,335 | 231,335 | 134,672 CHF | 136,985 CHF | 99.99% | 99.99% |
30/04/2024 | 1.64% | 0.66 CHF | 0.67 CHF | 248,600 | 248,600 | 249,198 | 249,198 | 150,895 CHF | 153,388 CHF | 99.78% | 99.78% |
29/04/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 249,800 | 249,800 | 250,457 | 250,457 | 147,200 CHF | 149,704 CHF | 99.82% | 99.82% |
26/04/2024 | 1.68% | 0.63 CHF | 0.64 CHF | 251,000 | 251,000 | 247,433 | 247,433 | 146,482 CHF | 148,957 CHF | 99.34% | 99.34% |
25/04/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 245,200 | 245,200 | 242,675 | 242,675 | 147,457 CHF | 149,883 CHF | 99.90% | 99.90% |
24/04/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 241,100 | 241,100 | 250,940 | 250,940 | 153,378 CHF | 155,887 CHF | 99.54% | 99.54% |
23/04/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 257,500 | 257,500 | 255,975 | 255,975 | 147,354 CHF | 149,914 CHF | 99.15% | 99.15% |
22/04/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 255,100 | 255,100 | 264,250 | 264,250 | 152,057 CHF | 154,700 CHF | 99.55% | 99.55% |
19/04/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 270,600 | 270,600 | 272,108 | 272,108 | 146,473 CHF | 149,194 CHF | 100.00% | 100.00% |