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 | 0.97% | 0.97 CHF | 0.98 CHF | 83,000 | 83,000 | 82,991 | 82,991 | 84,904 CHF | 85,734 CHF | 95.47% | 95.47% |
06/05/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 75,600 | 75,600 | 75,600 | 75,600 | 80,990 CHF | 81,746 CHF | 98.33% | 98.33% |
03/05/2024 | 0.87% | 1.12 CHF | 1.13 CHF | 76,300 | 76,300 | 76,300 | 76,300 | 86,867 CHF | 87,630 CHF | 99.97% | 99.97% |
02/05/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 73,700 | 73,700 | 73,700 | 73,700 | 83,782 CHF | 84,519 CHF | 99.99% | 99.99% |
30/04/2024 | 0.93% | 1.12 CHF | 1.13 CHF | 79,900 | 79,900 | 79,862 | 79,862 | 85,971 CHF | 86,770 CHF | 99.99% | 99.99% |
29/04/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 74,100 | 74,100 | 74,100 | 74,100 | 80,429 CHF | 81,170 CHF | 99.99% | 99.99% |
26/04/2024 | 0.86% | 1.12 CHF | 1.13 CHF | 67,700 | 67,700 | 67,700 | 67,700 | 78,862 CHF | 79,539 CHF | 98.64% | 98.64% |
25/04/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 68,300 | 68,300 | 69,888 | 69,888 | 85,866 CHF | 86,565 CHF | 99.99% | 99.99% |
24/04/2024 | 0.86% | 1.21 CHF | 1.22 CHF | 67,200 | 67,200 | 67,191 | 67,191 | 78,021 CHF | 78,693 CHF | 99.76% | 99.76% |
23/04/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 66,700 | 66,700 | 65,910 | 65,910 | 83,884 CHF | 84,543 CHF | 100.00% | 100.00% |