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 | 1.80% | 0.56 CHF | 0.57 CHF | 212,100 | 212,100 | 116,194 | 116,194 | 65,259 CHF | 66,424 CHF | 99.12% | 99.12% |
07/05/2024 | 1.91% | 0.59 CHF | 0.60 CHF | 238,900 | 238,900 | 133,043 | 133,043 | 71,708 CHF | 73,041 CHF | 99.76% | 99.76% |
06/05/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 250,200 | 250,200 | 138,716 | 138,716 | 68,583 CHF | 69,972 CHF | 100.00% | 100.00% |
03/05/2024 | 2.07% | 0.44 CHF | 0.45 CHF | 259,300 | 259,300 | 142,029 | 142,029 | 68,127 CHF | 69,550 CHF | 99.98% | 99.98% |
02/05/2024 | 2.21% | 0.46 CHF | 0.47 CHF | 290,200 | 290,200 | 157,681 | 157,681 | 72,175 CHF | 73,754 CHF | 99.99% | 99.99% |
30/04/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 255,200 | 255,200 | 140,914 | 140,914 | 69,809 CHF | 71,221 CHF | 99.27% | 99.27% |
29/04/2024 | 1.67% | 0.54 CHF | 0.55 CHF | 192,700 | 192,700 | 103,330 | 103,330 | 61,446 CHF | 62,481 CHF | 99.80% | 99.80% |
26/04/2024 | 1.44% | 0.65 CHF | 0.66 CHF | 305,000 | 305,000 | 117,267 | 117,267 | 80,388 CHF | 81,563 CHF | 98.85% | 98.85% |
25/04/2024 | - | 0.35 CHF | - CHF | 291,200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.97% |
23/04/2024 | - | 0.42 CHF | - CHF | 327,100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |