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% | 1.17 CHF | 1.19 CHF | 14,100 | 14,100 | 14,225 | 14,225 | 16,865 CHF | 17,149 CHF | 99.25% | 99.25% |
07/05/2024 | 2.11% | 0.96 CHF | 0.98 CHF | 13,900 | 13,900 | 13,981 | 13,981 | 13,117 CHF | 13,397 CHF | 95.30% | 95.30% |
06/05/2024 | 1.97% | 1.05 CHF | 1.07 CHF | 14,800 | 14,800 | 14,800 | 14,800 | 14,902 CHF | 15,198 CHF | 98.33% | 98.33% |
03/05/2024 | 0.98% | 0.98 CHF | 0.99 CHF | 15,300 | 15,300 | 15,300 | 15,300 | 15,512 CHF | 15,665 CHF | 99.98% | 99.98% |
02/05/2024 | 2.06% | 0.93 CHF | 0.95 CHF | 13,800 | 13,800 | 13,813 | 13,813 | 13,270 CHF | 13,546 CHF | 99.99% | 99.99% |
30/04/2024 | 1.84% | 1.09 CHF | 1.11 CHF | 13,700 | 13,700 | 13,695 | 13,695 | 14,770 CHF | 15,044 CHF | 100.00% | 100.00% |
29/04/2024 | 1.87% | 1.05 CHF | 1.07 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 15,423 CHF | 15,715 CHF | 100.00% | 100.00% |
26/04/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 17,300 | 17,300 | 17,381 | 17,381 | 16,533 CHF | 16,707 CHF | 98.64% | 98.64% |
25/04/2024 | 1.19% | 0.80 CHF | 0.81 CHF | 17,300 | 17,300 | 17,300 | 17,300 | 14,502 CHF | 14,675 CHF | 99.98% | 99.98% |
24/04/2024 | 1.12% | 0.85 CHF | 0.86 CHF | 17,700 | 17,700 | 17,700 | 17,700 | 15,781 CHF | 15,958 CHF | 99.71% | 99.71% |