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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06/05/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 152,300 | 152,300 | 154,346 | 154,346 | 194,674 CHF | 196,218 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 155,700 | 155,700 | 164,030 | 164,030 | 203,307 CHF | 204,947 CHF | 98.76% | 98.76% |
02/05/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 169,500 | 169,500 | 183,677 | 183,677 | 207,412 CHF | 209,249 CHF | 100.00% | 100.00% |
30/04/2024 | 0.87% | 1.06 CHF | 1.07 CHF | 167,000 | 167,000 | 166,523 | 166,523 | 189,868 CHF | 191,533 CHF | 99.78% | 99.78% |
29/04/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 166,300 | 166,300 | 165,760 | 165,760 | 193,366 CHF | 195,024 CHF | 99.83% | 99.83% |
26/04/2024 | 0.86% | 1.11 CHF | 1.12 CHF | 165,500 | 165,500 | 167,435 | 167,435 | 194,505 CHF | 196,180 CHF | 99.34% | 99.34% |
25/04/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 168,700 | 168,700 | 170,083 | 170,083 | 194,040 CHF | 195,741 CHF | 99.91% | 99.91% |
24/04/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 171,100 | 171,100 | 165,110 | 165,110 | 187,654 CHF | 189,306 CHF | 99.54% | 99.54% |
23/04/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 161,200 | 161,200 | 161,906 | 161,906 | 192,955 CHF | 194,575 CHF | 99.15% | 99.15% |
22/04/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 162,400 | 162,400 | 157,309 | 157,309 | 187,801 CHF | 189,375 CHF | 99.55% | 99.55% |