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 | 1.29% | 1.78 CHF | 1.79 CHF | 45,800 | 45,800 | 20,320 | 20,320 | 36,597 CHF | 36,968 CHF | 99.13% | 99.13% |
07/05/2024 | 1.36% | 1.69 CHF | 1.70 CHF | 51,600 | 51,600 | 23,120 | 23,120 | 39,644 CHF | 40,063 CHF | 99.77% | 99.77% |
06/05/2024 | 1.50% | 1.57 CHF | 1.58 CHF | 50,200 | 50,200 | 22,512 | 22,512 | 34,886 CHF | 35,293 CHF | 100.00% | 100.00% |
03/05/2024 | 1.45% | 1.63 CHF | 1.64 CHF | 48,100 | 48,100 | 20,964 | 20,964 | 33,392 CHF | 33,772 CHF | 99.95% | 99.95% |
02/05/2024 | 1.80% | 1.87 CHF | 1.88 CHF | 32,200 | 32,200 | 14,630 | 14,630 | 28,705 CHF | 29,091 CHF | 99.99% | 99.99% |
30/04/2024 | 1.45% | 2.35 CHF | 2.36 CHF | 36,100 | 36,100 | 15,981 | 15,981 | 35,422 CHF | 35,792 CHF | 99.99% | 99.99% |
29/04/2024 | 2.02% | 2.13 CHF | 2.14 CHF | 26,600 | 26,600 | 11,564 | 11,564 | 25,449 CHF | 25,799 CHF | 99.75% | 99.75% |
26/04/2024 | 1.74% | 2.69 CHF | 2.70 CHF | 26,600 | 26,600 | 11,942 | 11,942 | 30,768 CHF | 31,143 CHF | 99.33% | 99.33% |
25/04/2024 | 1.75% | 2.96 CHF | 2.97 CHF | 26,500 | 26,500 | 11,903 | 11,903 | 34,747 CHF | 35,162 CHF | 99.99% | 99.99% |
24/04/2024 | 2.80% | 3.03 CHF | 3.04 CHF | 25,200 | 25,200 | 11,282 | 11,282 | 32,620 CHF | 33,237 CHF | 99.60% | 99.60% |