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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 3.05% | 0.31 CHF | 0.32 CHF | 467,200 | 467,200 | 467,151 | 467,151 | 150,669 CHF | 155,341 CHF | 95.47% | 95.47% |
06/05/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 444,300 | 444,300 | 444,300 | 444,300 | 146,924 CHF | 151,367 CHF | 98.43% | 98.43% |
03/05/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 446,300 | 446,300 | 446,300 | 446,300 | 152,355 CHF | 156,818 CHF | 99.99% | 99.99% |
02/05/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 438,000 | 438,000 | 438,000 | 438,000 | 149,351 CHF | 153,731 CHF | 100.00% | 100.00% |
30/04/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 458,500 | 458,500 | 458,325 | 458,325 | 151,597 CHF | 156,182 CHF | 100.00% | 100.00% |
29/04/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 440,000 | 440,000 | 440,000 | 440,000 | 145,754 CHF | 150,154 CHF | 99.99% | 99.99% |
26/04/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 419,000 | 419,000 | 419,000 | 419,000 | 144,790 CHF | 148,980 CHF | 98.64% | 98.64% |
25/04/2024 | 2.79% | 0.35 CHF | 0.36 CHF | 420,900 | 420,900 | 430,606 | 430,606 | 152,292 CHF | 156,598 CHF | 100.00% | 100.00% |
24/04/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 417,200 | 417,200 | 417,144 | 417,144 | 143,142 CHF | 147,314 CHF | 99.76% | 99.76% |
23/04/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 429,600 | 429,600 | 424,548 | 424,548 | 153,020 CHF | 157,266 CHF | 99.99% | 99.99% |