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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.72% | 1.31 CHF | 1.32 CHF | 53,100 | 53,100 | 53,094 | 53,094 | 73,919 CHF | 74,450 CHF | 95.46% | 95.46% |
06/05/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 52,600 | 52,600 | 52,600 | 52,600 | 72,346 CHF | 72,872 CHF | 98.43% | 98.43% |
03/05/2024 | 1.35% | 1.45 CHF | 1.47 CHF | 39,500 | 39,500 | 39,505 | 39,505 | 58,264 CHF | 59,054 CHF | 99.92% | 99.92% |
02/05/2024 | 1.13% | 1.83 CHF | 1.85 CHF | 39,800 | 39,800 | 39,796 | 39,796 | 70,444 CHF | 71,240 CHF | 100.00% | 100.00% |
30/04/2024 | 1.15% | 1.84 CHF | 1.86 CHF | 44,900 | 44,900 | 44,883 | 44,883 | 77,954 CHF | 78,852 CHF | 99.99% | 99.99% |
29/04/2024 | 1.23% | 1.69 CHF | 1.71 CHF | 45,400 | 45,400 | 44,497 | 44,497 | 72,146 CHF | 73,036 CHF | 99.98% | 99.98% |
26/04/2024 | 1.14% | 1.62 CHF | 1.64 CHF | 37,800 | 37,800 | 38,631 | 38,631 | 67,638 CHF | 68,411 CHF | 98.64% | 98.64% |
25/04/2024 | 1.03% | 1.88 CHF | 1.90 CHF | 42,900 | 42,900 | 43,075 | 43,075 | 83,231 CHF | 84,092 CHF | 99.98% | 99.98% |
24/04/2024 | 1.20% | 1.72 CHF | 1.74 CHF | 43,200 | 43,200 | 42,467 | 42,467 | 70,364 CHF | 71,213 CHF | 99.71% | 99.71% |
23/04/2024 | 1.08% | 1.76 CHF | 1.78 CHF | 36,700 | 36,700 | 36,697 | 36,697 | 67,490 CHF | 68,224 CHF | 99.99% | 99.99% |