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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 590,000 | 590,000 | 590,000 | 590,000 | 1,140,580 CHF | 1,146,480 CHF | 100.00% | 100.00% |
08/05/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 640,000 | 640,000 | 639,905 | 639,905 | 939,785 CHF | 946,185 CHF | 99.44% | 99.44% |
07/05/2024 | 0.84% | 1.40 CHF | 1.41 CHF | 760,000 | 760,000 | 759,310 | 759,310 | 905,731 CHF | 913,331 CHF | 100.00% | 100.00% |
06/05/2024 | 1.06% | 0.99 CHF | 1.00 CHF | 870,000 | 870,000 | 870,000 | 870,000 | 819,646 CHF | 828,346 CHF | 99.74% | 99.74% |
03/05/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 940,000 | 940,000 | 928,122 | 928,122 | 742,485 CHF | 751,845 CHF | 99.25% | 99.25% |
02/05/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 930,000 | 930,000 | 929,985 | 929,985 | 716,564 CHF | 725,864 CHF | 98.88% | 98.88% |
30/04/2024 | 1.09% | 0.79 CHF | 0.80 CHF | 780,000 | 780,000 | 779,538 | 779,538 | 715,384 CHF | 723,184 CHF | 99.73% | 99.73% |
29/04/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 770,000 | 770,000 | 764,446 | 764,446 | 836,054 CHF | 843,703 CHF | 99.18% | 99.18% |
26/04/2024 | 1.00% | 1.13 CHF | 1.14 CHF | 910,000 | 910,000 | 905,012 | 905,012 | 918,346 CHF | 927,429 CHF | 98.53% | 98.53% |
25/04/2024 | 1.10% | 0.87 CHF | 0.88 CHF | 810,000 | 810,000 | 810,000 | 810,000 | 733,717 CHF | 741,817 CHF | 99.93% | 99.93% |