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 | 7.10% | 0.27 CHF | 0.29 CHF | 73,000 | 73,000 | 72,727 | 72,727 | 19,247 CHF | 20,659 CHF | 98.93% | 98.93% |
07/05/2024 | 5.84% | 0.33 CHF | 0.35 CHF | 74,000 | 74,000 | 73,677 | 73,677 | 24,775 CHF | 26,249 CHF | 99.75% | 99.75% |
06/05/2024 | 3.01% | 0.62 CHF | 0.65 CHF | 78,000 | 78,000 | 78,101 | 78,101 | 51,173 CHF | 52,735 CHF | 47.81% | 100.00% |
03/05/2024 | 2.05% | 0.69 CHF | 0.71 CHF | 79,000 | 79,000 | 79,734 | 79,734 | 59,947 CHF | 61,161 CHF | 99.99% | 99.99% |
02/05/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 82,000 | 82,000 | 81,292 | 81,292 | 69,832 CHF | 70,645 CHF | 98.53% | 98.53% |
30/04/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 81,000 | 81,000 | 80,640 | 80,640 | 65,262 CHF | 66,069 CHF | 100.00% | 100.00% |
29/04/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 80,000 | 80,000 | 80,253 | 80,253 | 64,106 CHF | 64,909 CHF | 100.00% | 100.00% |
26/04/2024 | 1.17% | 0.82 CHF | 0.83 CHF | 81,000 | 81,000 | 81,177 | 81,177 | 68,935 CHF | 69,747 CHF | 99.43% | 99.43% |
25/04/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 83,000 | 83,000 | 82,391 | 82,391 | 76,082 CHF | 76,906 CHF | 99.69% | 99.69% |
24/04/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 82,000 | 82,000 | 81,128 | 81,128 | 69,318 CHF | 70,130 CHF | 99.30% | 99.30% |