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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.57% | 1.64 CHF | 1.65 CHF | 276,000 | 276,000 | 276,000 | 276,000 | 483,142 CHF | 485,902 CHF | 99.55% | 99.55% |
30/04/2024 | 0.53% | 1.80 CHF | 1.81 CHF | 256,100 | 256,100 | 256,000 | 256,000 | 485,479 CHF | 488,040 CHF | 100.00% | 100.00% |
29/04/2024 | 0.49% | 1.95 CHF | 1.96 CHF | 251,700 | 251,700 | 251,700 | 251,700 | 514,475 CHF | 516,992 CHF | 99.60% | 99.60% |
26/04/2024 | 0.52% | 2.01 CHF | 2.02 CHF | 277,500 | 277,500 | 277,500 | 277,500 | 532,998 CHF | 535,773 CHF | 98.84% | 98.84% |
25/04/2024 | 0.55% | 1.78 CHF | 1.79 CHF | 239,300 | 239,300 | 239,287 | 239,287 | 436,746 CHF | 439,139 CHF | 100.00% | 100.00% |
24/04/2024 | 0.44% | 2.11 CHF | 2.12 CHF | 210,100 | 210,100 | 210,100 | 210,100 | 477,914 CHF | 480,015 CHF | 100.00% | 100.00% |
23/04/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 246,200 | 246,200 | 246,184 | 246,185 | 600,814 CHF | 603,279 CHF | 100.00% | 100.00% |
22/04/2024 | 0.52% | 1.99 CHF | 2.00 CHF | 269,300 | 269,300 | 269,300 | 269,300 | 521,514 CHF | 524,207 CHF | 100.00% | 100.00% |
19/04/2024 | 0.61% | 1.79 CHF | 1.80 CHF | 292,100 | 292,100 | 292,100 | 292,100 | 478,873 CHF | 481,794 CHF | 99.97% | 99.97% |
18/04/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 291,300 | 291,300 | 291,300 | 291,300 | 492,587 CHF | 495,500 CHF | 99.98% | 99.98% |