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 | 5.58% | 0.17 CHF | 0.18 CHF | 728,400 | 728,400 | 728,400 | 728,400 | 126,913 CHF | 134,197 CHF | 99.25% | 99.25% |
07/05/2024 | 5.47% | 0.18 CHF | 0.19 CHF | 703,800 | 703,800 | 703,723 | 703,723 | 125,141 CHF | 132,179 CHF | 95.46% | 95.46% |
06/05/2024 | 5.49% | 0.18 CHF | 0.19 CHF | 700,100 | 700,100 | 700,100 | 700,100 | 124,113 CHF | 131,114 CHF | 98.33% | 98.33% |
03/05/2024 | 5.33% | 0.18 CHF | 0.19 CHF | 603,200 | 603,200 | 603,282 | 603,282 | 110,242 CHF | 116,274 CHF | 99.98% | 99.98% |
02/05/2024 | 4.90% | 0.20 CHF | 0.21 CHF | 613,200 | 613,200 | 613,134 | 613,134 | 122,054 CHF | 128,185 CHF | 100.00% | 100.00% |
30/04/2024 | 4.96% | 0.21 CHF | 0.22 CHF | 656,400 | 656,400 | 656,143 | 656,143 | 129,185 CHF | 135,749 CHF | 100.00% | 100.00% |
29/04/2024 | 5.10% | 0.20 CHF | 0.21 CHF | 660,500 | 660,500 | 647,705 | 647,705 | 123,693 CHF | 130,170 CHF | 99.99% | 99.99% |
26/04/2024 | 4.94% | 0.19 CHF | 0.20 CHF | 591,600 | 591,600 | 604,473 | 604,473 | 119,467 CHF | 125,512 CHF | 98.65% | 98.65% |
25/04/2024 | 4.71% | 0.21 CHF | 0.22 CHF | 642,900 | 642,900 | 645,505 | 645,505 | 133,807 CHF | 140,263 CHF | 100.00% | 100.00% |
24/04/2024 | 5.09% | 0.20 CHF | 0.21 CHF | 645,400 | 645,400 | 634,408 | 634,408 | 121,488 CHF | 127,832 CHF | 99.71% | 99.71% |