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 | 1.67% | 1.42 CHF | 1.43 CHF | 52,900 | 52,900 | 23,492 | 23,492 | 32,757 CHF | 33,187 CHF | 99.13% | 99.13% |
07/05/2024 | 1.57% | 1.49 CHF | 1.50 CHF | 48,900 | 48,900 | 21,947 | 21,947 | 32,075 CHF | 32,473 CHF | 99.77% | 99.77% |
06/05/2024 | 1.42% | 1.62 CHF | 1.63 CHF | 47,100 | 47,100 | 21,120 | 21,120 | 34,384 CHF | 34,766 CHF | 100.00% | 100.00% |
03/05/2024 | 1.46% | 1.56 CHF | 1.57 CHF | 50,800 | 50,800 | 22,124 | 22,124 | 35,175 CHF | 35,575 CHF | 99.96% | 99.96% |
02/05/2024 | 1.70% | 1.45 CHF | 1.46 CHF | 60,900 | 60,900 | 27,764 | 27,764 | 38,666 CHF | 39,173 CHF | 99.99% | 99.99% |
30/04/2024 | 1.76% | 1.22 CHF | 1.23 CHF | 59,300 | 59,300 | 26,223 | 26,223 | 33,561 CHF | 34,036 CHF | 99.99% | 99.99% |
29/04/2024 | 1.37% | 1.32 CHF | 1.33 CHF | 68,700 | 68,700 | 29,788 | 29,788 | 38,585 CHF | 39,031 CHF | 99.75% | 99.75% |
26/04/2024 | 1.54% | 1.12 CHF | 1.13 CHF | 72,200 | 72,200 | 32,337 | 32,337 | 37,124 CHF | 37,613 CHF | 99.34% | 99.34% |
25/04/2024 | 1.95% | 1.01 CHF | 1.02 CHF | 76,000 | 76,000 | 34,024 | 34,024 | 34,816 CHF | 35,377 CHF | 100.00% | 100.00% |
24/04/2024 | 2.97% | 0.99 CHF | 1.00 CHF | 78,200 | 78,200 | 35,031 | 35,031 | 35,858 CHF | 36,671 CHF | 99.61% | 99.61% |