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 | 0.54% | 1.82 CHF | 1.83 CHF | 71,500 | 71,500 | 71,500 | 71,500 | 132,178 CHF | 132,893 CHF | 99.25% | 99.25% |
07/05/2024 | 0.53% | 1.84 CHF | 1.85 CHF | 69,100 | 69,100 | 69,092 | 69,092 | 130,440 CHF | 131,131 CHF | 95.46% | 95.46% |
06/05/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 68,700 | 68,700 | 68,700 | 68,700 | 128,927 CHF | 129,614 CHF | 98.41% | 98.41% |
03/05/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 59,200 | 59,200 | 59,208 | 59,208 | 115,068 CHF | 115,660 CHF | 99.97% | 99.97% |
02/05/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 60,200 | 60,200 | 60,194 | 60,194 | 127,431 CHF | 128,033 CHF | 100.00% | 100.00% |
30/04/2024 | 0.48% | 2.16 CHF | 2.17 CHF | 64,500 | 64,500 | 64,475 | 64,475 | 135,009 CHF | 135,654 CHF | 100.00% | 100.00% |
29/04/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 64,800 | 64,800 | 63,596 | 63,596 | 128,669 CHF | 129,305 CHF | 100.00% | 100.00% |
26/04/2024 | 0.48% | 2.02 CHF | 2.03 CHF | 58,100 | 58,100 | 59,346 | 59,346 | 124,512 CHF | 125,105 CHF | 98.65% | 98.65% |
25/04/2024 | 0.45% | 2.17 CHF | 2.18 CHF | 63,100 | 63,100 | 63,354 | 63,354 | 139,587 CHF | 140,221 CHF | 99.96% | 99.96% |
24/04/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 63,400 | 63,400 | 62,267 | 62,267 | 126,920 CHF | 127,543 CHF | 99.72% | 99.72% |