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 | 1.77% | 0.57 CHF | 0.58 CHF | 435,800 | 435,800 | 238,604 | 238,604 | 135,888 CHF | 138,278 CHF | 99.13% | 99.13% |
07/05/2024 | 1.84% | 0.58 CHF | 0.59 CHF | 459,400 | 459,400 | 255,762 | 255,762 | 141,903 CHF | 144,466 CHF | 99.76% | 99.76% |
06/05/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 472,800 | 472,800 | 262,081 | 262,081 | 138,876 CHF | 141,501 CHF | 100.00% | 100.00% |
03/05/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 484,300 | 484,300 | 265,225 | 265,225 | 138,450 CHF | 141,108 CHF | 99.99% | 99.99% |
02/05/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 509,000 | 509,000 | 276,553 | 276,553 | 141,149 CHF | 143,920 CHF | 100.00% | 100.00% |
30/04/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 478,900 | 478,900 | 264,416 | 264,416 | 140,286 CHF | 142,937 CHF | 99.27% | 99.27% |
29/04/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 428,600 | 428,600 | 229,830 | 229,830 | 132,366 CHF | 134,668 CHF | 99.80% | 99.80% |
26/04/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 528,200 | 528,200 | 203,019 | 203,019 | 125,871 CHF | 127,904 CHF | 98.84% | 98.84% |
25/04/2024 | 2.45% | 0.42 CHF | 0.43 CHF | 551,400 | 551,400 | 304,749 | 304,749 | 125,176 CHF | 128,230 CHF | 99.97% | 99.97% |
23/04/2024 | 2.28% | 0.46 CHF | 0.47 CHF | 575,500 | 575,500 | 317,428 | 317,428 | 140,971 CHF | 144,151 CHF | 99.99% | 99.99% |