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 | 4.73% | 0.21 CHF | 0.22 CHF | 378,700 | 378,700 | 167,841 | 167,841 | 35,261 CHF | 36,943 CHF | 99.13% | 99.13% |
07/05/2024 | 4.99% | 0.20 CHF | 0.21 CHF | 426,900 | 426,900 | 191,216 | 191,216 | 38,262 CHF | 40,178 CHF | 99.77% | 99.77% |
06/05/2024 | 5.51% | 0.18 CHF | 0.19 CHF | 414,900 | 414,900 | 185,904 | 185,904 | 33,582 CHF | 35,445 CHF | 100.00% | 100.00% |
03/05/2024 | 5.34% | 0.19 CHF | 0.20 CHF | 398,100 | 398,100 | 173,262 | 173,262 | 32,154 CHF | 33,889 CHF | 99.99% | 99.99% |
02/05/2024 | 4.28% | 0.22 CHF | 0.23 CHF | 266,000 | 266,000 | 121,150 | 121,150 | 27,770 CHF | 28,984 CHF | 100.00% | 100.00% |
30/04/2024 | 3.94% | 0.27 CHF | 0.28 CHF | 298,300 | 298,300 | 131,656 | 131,656 | 34,200 CHF | 35,519 CHF | 99.99% | 99.99% |
29/04/2024 | 4.29% | 0.25 CHF | 0.26 CHF | 219,500 | 219,500 | 95,138 | 95,138 | 24,539 CHF | 25,540 CHF | 99.75% | 99.75% |
26/04/2024 | 3.34% | 0.32 CHF | 0.33 CHF | 219,800 | 219,800 | 98,371 | 98,371 | 29,866 CHF | 30,851 CHF | 99.34% | 99.34% |
25/04/2024 | 3.29% | 0.35 CHF | 0.36 CHF | 218,700 | 218,700 | 97,902 | 97,902 | 33,801 CHF | 34,848 CHF | 99.98% | 99.98% |
24/04/2024 | 4.45% | 0.36 CHF | 0.37 CHF | 208,300 | 208,300 | 93,235 | 93,235 | 32,048 CHF | 33,259 CHF | 99.61% | 99.61% |