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 | 0.61% | 1.62 CHF | 1.63 CHF | 93,600 | 93,600 | 93,190 | 93,190 | 152,921 CHF | 153,853 CHF | 98.83% | 98.83% |
07/05/2024 | 0.66% | 1.46 CHF | 1.47 CHF | 85,000 | 85,000 | 86,059 | 86,059 | 129,279 CHF | 130,139 CHF | 97.66% | 97.66% |
06/05/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 84,600 | 84,600 | 83,841 | 83,841 | 124,851 CHF | 125,690 CHF | 100.00% | 100.00% |
03/05/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 82,400 | 82,400 | 82,060 | 82,060 | 126,288 CHF | 127,108 CHF | 99.99% | 99.99% |
02/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 84,500 | 84,500 | 84,152 | 84,152 | 130,613 CHF | 131,454 CHF | 100.00% | 100.00% |
30/04/2024 | 0.68% | 1.55 CHF | 1.56 CHF | 102,400 | 102,400 | 100,568 | 100,568 | 148,305 CHF | 149,311 CHF | 100.00% | 100.00% |
29/04/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 96,600 | 96,600 | 96,185 | 96,185 | 125,245 CHF | 126,207 CHF | 100.00% | 100.00% |
26/04/2024 | 0.73% | 1.33 CHF | 1.34 CHF | 90,500 | 90,500 | 90,135 | 90,135 | 122,728 CHF | 123,629 CHF | 99.62% | 99.62% |
25/04/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 99,100 | 99,100 | 97,266 | 97,266 | 133,957 CHF | 134,930 CHF | 99.97% | 99.97% |
24/04/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 96,600 | 96,600 | 96,201 | 96,201 | 129,526 CHF | 130,488 CHF | 99.79% | 99.79% |