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 | 1.33% | 0.70 CHF | 0.71 CHF | 122,900 | 122,900 | 123,927 | 123,927 | 92,395 CHF | 93,634 CHF | 99.24% | 99.24% |
07/05/2024 | 1.15% | 0.83 CHF | 0.84 CHF | 116,200 | 116,200 | 116,195 | 116,195 | 100,910 CHF | 102,072 CHF | 95.30% | 95.30% |
06/05/2024 | 1.23% | 0.88 CHF | 0.89 CHF | 120,300 | 120,300 | 119,188 | 119,188 | 96,435 CHF | 97,627 CHF | 100.00% | 100.00% |
03/05/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 121,600 | 121,600 | 121,084 | 121,084 | 100,643 CHF | 101,854 CHF | 99.99% | 99.99% |
02/05/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 126,100 | 126,100 | 126,081 | 126,081 | 107,107 CHF | 108,368 CHF | 99.99% | 99.99% |
30/04/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 123,200 | 123,200 | 123,143 | 123,143 | 96,980 CHF | 98,212 CHF | 99.99% | 99.99% |
29/04/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 130,700 | 130,700 | 130,700 | 130,700 | 103,105 CHF | 104,412 CHF | 99.99% | 99.99% |
26/04/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 122,900 | 122,900 | 122,812 | 122,812 | 94,857 CHF | 96,085 CHF | 98.65% | 98.65% |
25/04/2024 | 1.11% | 0.84 CHF | 0.85 CHF | 147,500 | 147,500 | 148,441 | 148,441 | 132,838 CHF | 134,322 CHF | 100.00% | 100.00% |
24/04/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 147,800 | 147,800 | 146,541 | 146,541 | 99,964 CHF | 101,429 CHF | 99.71% | 99.71% |