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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 2.27% | 0.89 CHF | 0.91 CHF | 711,800 | 711,800 | 711,800 | 711,800 | 620,420 CHF | 634,656 CHF | 100.00% | 100.00% |
10/05/2024 | 2.18% | 0.90 CHF | 0.92 CHF | 698,100 | 698,100 | 698,100 | 698,100 | 633,628 CHF | 647,590 CHF | 100.00% | 100.00% |
08/05/2024 | 2.08% | 0.94 CHF | 0.96 CHF | 683,800 | 683,800 | 683,734 | 683,734 | 652,118 CHF | 665,794 CHF | 99.44% | 99.44% |
07/05/2024 | 2.04% | 0.97 CHF | 0.99 CHF | 678,900 | 678,900 | 678,485 | 678,485 | 657,739 CHF | 671,317 CHF | 100.00% | 100.00% |
06/05/2024 | 1.99% | 0.99 CHF | 1.01 CHF | 660,200 | 660,200 | 660,200 | 660,200 | 655,642 CHF | 668,846 CHF | 100.00% | 100.00% |
03/05/2024 | 1.87% | 1.05 CHF | 1.07 CHF | 634,300 | 634,300 | 634,300 | 634,300 | 671,110 CHF | 683,796 CHF | 99.97% | 99.97% |
02/05/2024 | 1.73% | 1.13 CHF | 1.15 CHF | 611,600 | 611,600 | 611,600 | 611,600 | 700,304 CHF | 712,536 CHF | 99.59% | 99.59% |
30/04/2024 | 1.78% | 1.15 CHF | 1.17 CHF | 632,700 | 632,700 | 632,454 | 632,454 | 703,336 CHF | 715,990 CHF | 100.00% | 100.00% |
29/04/2024 | 1.73% | 1.10 CHF | 1.12 CHF | 623,200 | 623,200 | 623,075 | 623,075 | 713,393 CHF | 725,857 CHF | 99.63% | 99.63% |
26/04/2024 | 1.68% | 1.19 CHF | 1.21 CHF | 598,700 | 598,700 | 598,677 | 598,677 | 706,044 CHF | 718,018 CHF | 99.68% | 99.68% |