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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03/05/2024 | 0.61% | 32.75 CHF | 32.95 CHF | 1,000 | 1,000 | 996 | 996 | 32,768 CHF | 32,967 CHF | 95.42% | 95.42% |
02/05/2024 | 0.61% | 32.95 CHF | 33.15 CHF | 1,000 | 1,000 | 993 | 993 | 32,745 CHF | 32,942 CHF | 100.00% | 100.00% |
30/04/2024 | 0.60% | 33.05 CHF | 33.25 CHF | 1,000 | 1,000 | 993 | 993 | 33,106 CHF | 33,304 CHF | 100.00% | 100.00% |
29/04/2024 | 0.60% | 33.45 CHF | 33.65 CHF | 1,000 | 1,000 | 993 | 993 | 33,211 CHF | 33,408 CHF | 99.76% | 99.76% |
26/04/2024 | 0.60% | 33.45 CHF | 33.65 CHF | 1,000 | 1,000 | 994 | 994 | 33,269 CHF | 33,467 CHF | 99.77% | 99.77% |
25/04/2024 | 0.60% | 33.20 CHF | 33.40 CHF | 1,000 | 1,000 | 994 | 994 | 33,178 CHF | 33,377 CHF | 98.74% | 98.74% |
24/04/2024 | 0.60% | 33.40 CHF | 33.60 CHF | 1,000 | 1,000 | 993 | 993 | 33,304 CHF | 33,502 CHF | 100.00% | 100.00% |
23/04/2024 | 0.61% | 33.45 CHF | 33.65 CHF | 1,000 | 1,000 | 993 | 993 | 32,953 CHF | 33,151 CHF | 99.31% | 99.31% |
22/04/2024 | 0.62% | 32.65 CHF | 32.85 CHF | 1,000 | 1,000 | 991 | 991 | 32,315 CHF | 32,512 CHF | 98.91% | 98.91% |
19/04/2024 | 0.62% | 32.90 CHF | 33.10 CHF | 1,000 | 1,000 | 993 | 993 | 32,416 CHF | 32,614 CHF | 99.82% | 99.82% |