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 | 0.78% | 1.31 CHF | 1.32 CHF | 38,900 | 38,900 | 38,511 | 38,511 | 49,255 CHF | 49,640 CHF | 98.93% | 98.93% |
07/05/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 37,000 | 37,000 | 37,110 | 37,110 | 50,132 CHF | 50,503 CHF | 99.41% | 99.41% |
06/05/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 37,700 | 37,700 | 37,523 | 37,523 | 51,721 CHF | 52,096 CHF | 100.00% | 100.00% |
03/05/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 35,600 | 35,600 | 35,234 | 35,234 | 47,436 CHF | 47,788 CHF | 99.97% | 99.97% |
02/05/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 34,300 | 34,300 | 34,333 | 34,333 | 50,412 CHF | 50,755 CHF | 98.57% | 98.57% |
30/04/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 35,700 | 35,700 | 35,562 | 35,562 | 53,198 CHF | 53,554 CHF | 100.00% | 100.00% |
29/04/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 35,800 | 35,800 | 35,563 | 35,563 | 52,032 CHF | 52,388 CHF | 100.00% | 100.00% |
26/04/2024 | 0.67% | 1.45 CHF | 1.46 CHF | 33,100 | 33,100 | 33,287 | 33,287 | 49,757 CHF | 50,090 CHF | 99.42% | 99.42% |
25/04/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 36,100 | 36,100 | 35,958 | 35,958 | 55,433 CHF | 55,793 CHF | 99.67% | 99.67% |
23/04/2024 | 0.68% | 1.37 CHF | 1.38 CHF | 29,800 | 29,800 | 30,212 | 30,212 | 44,854 CHF | 45,156 CHF | 99.46% | 99.46% |