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 | 0.58% | 1.79 CHF | 1.80 CHF | 360,000 | 360,000 | 157,948 | 157,948 | 282,350 CHF | 283,937 CHF | 97.97% | 97.97% |
07/05/2024 | 0.57% | 1.81 CHF | 1.82 CHF | 350,000 | 350,000 | 158,549 | 158,549 | 285,117 CHF | 286,710 CHF | 98.42% | 98.42% |
06/05/2024 | 0.59% | 1.76 CHF | 1.77 CHF | 360,000 | 360,000 | 160,229 | 160,229 | 279,128 CHF | 280,736 CHF | 99.20% | 99.20% |
03/05/2024 | 0.59% | 1.74 CHF | 1.75 CHF | 360,000 | 360,000 | 163,228 | 163,228 | 283,140 CHF | 284,777 CHF | 98.48% | 98.48% |
02/05/2024 | 0.62% | 1.68 CHF | 1.69 CHF | 370,000 | 370,000 | 165,060 | 165,060 | 273,165 CHF | 274,820 CHF | 97.05% | 97.05% |
30/04/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 370,000 | 370,000 | 165,595 | 165,595 | 275,571 CHF | 277,234 CHF | 97.56% | 97.56% |
29/04/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 370,000 | 370,000 | 160,556 | 160,556 | 265,010 CHF | 266,622 CHF | 97.43% | 97.43% |
26/04/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 380,000 | 380,000 | 162,285 | 162,285 | 257,590 CHF | 259,219 CHF | 96.35% | 96.35% |
25/04/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 390,000 | 390,000 | 167,624 | 167,624 | 240,775 CHF | 242,456 CHF | 95.48% | 95.48% |
24/04/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 380,000 | 380,000 | 166,228 | 166,228 | 268,133 CHF | 269,801 CHF | 98.03% | 98.03% |