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 | 2.09% | 0.46 CHF | 0.47 CHF | 111,400 | 111,400 | 110,240 | 110,240 | 52,305 CHF | 53,408 CHF | 98.93% | 98.93% |
07/05/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 114,700 | 114,700 | 115,000 | 115,000 | 51,795 CHF | 52,945 CHF | 99.42% | 99.42% |
06/05/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 116,200 | 116,200 | 115,680 | 115,680 | 50,848 CHF | 52,005 CHF | 100.00% | 100.00% |
03/05/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 120,000 | 120,000 | 118,836 | 118,836 | 53,397 CHF | 54,585 CHF | 99.99% | 99.99% |
02/05/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 124,100 | 124,100 | 124,373 | 124,373 | 51,500 CHF | 52,744 CHF | 98.57% | 98.57% |
30/04/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 122,400 | 122,400 | 121,918 | 121,918 | 49,807 CHF | 51,027 CHF | 100.00% | 100.00% |
29/04/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 124,000 | 124,000 | 123,214 | 123,214 | 51,444 CHF | 52,676 CHF | 100.00% | 100.00% |
26/04/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 125,200 | 125,200 | 125,712 | 125,712 | 51,990 CHF | 53,247 CHF | 99.43% | 99.43% |
25/04/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 121,300 | 121,300 | 120,811 | 120,811 | 48,476 CHF | 49,684 CHF | 99.70% | 99.70% |
23/04/2024 | 2.36% | 0.45 CHF | 0.46 CHF | 128,900 | 128,900 | 130,790 | 130,790 | 54,881 CHF | 56,189 CHF | 99.46% | 99.46% |