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 | 3.54% | 0.28 CHF | 0.30 CHF | 259,300 | 259,300 | 259,300 | 259,300 | 71,965 CHF | 74,558 CHF | 99.25% | 99.25% |
07/05/2024 | 3.69% | 0.28 CHF | 0.29 CHF | 271,500 | 271,500 | 271,469 | 271,469 | 72,334 CHF | 75,049 CHF | 95.46% | 95.46% |
06/05/2024 | 3.64% | 0.27 CHF | 0.28 CHF | 273,400 | 273,400 | 273,400 | 273,400 | 73,760 CHF | 76,494 CHF | 98.43% | 98.43% |
03/05/2024 | 3.86% | 0.26 CHF | 0.27 CHF | 326,200 | 326,200 | 326,244 | 326,244 | 82,884 CHF | 86,146 CHF | 99.97% | 99.97% |
02/05/2024 | 4.48% | 0.21 CHF | 0.22 CHF | 339,100 | 339,100 | 339,063 | 339,063 | 74,000 CHF | 77,391 CHF | 99.99% | 99.99% |
30/04/2024 | 4.34% | 0.21 CHF | 0.22 CHF | 305,600 | 305,600 | 305,517 | 305,517 | 68,945 CHF | 72,001 CHF | 99.99% | 99.99% |
29/04/2024 | 4.04% | 0.23 CHF | 0.24 CHF | 302,700 | 302,700 | 296,905 | 296,905 | 72,050 CHF | 75,019 CHF | 99.99% | 99.99% |
26/04/2024 | 4.31% | 0.24 CHF | 0.25 CHF | 328,200 | 328,200 | 335,427 | 335,427 | 76,207 CHF | 79,561 CHF | 98.63% | 98.63% |
25/04/2024 | 4.76% | 0.22 CHF | 0.23 CHF | 309,000 | 309,000 | 310,269 | 310,269 | 63,714 CHF | 66,817 CHF | 100.00% | 100.00% |
24/04/2024 | 4.03% | 0.24 CHF | 0.25 CHF | 307,200 | 307,200 | 302,004 | 302,004 | 73,535 CHF | 76,555 CHF | 99.72% | 99.72% |