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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.87% | 62.60 CHF | 63.15 CHF | 1,500 | 340 | 1,500 | 340 | 94,694 CHF | 21,651 CHF | 99.80% | 99.80% |
30/04/2024 | 0.91% | 65.15 CHF | 65.75 CHF | 1,500 | 340 | 1,500 | 340 | 98,165 CHF | 22,455 CHF | 99.65% | 99.65% |
29/04/2024 | 0.91% | 65.40 CHF | 66.00 CHF | 1,500 | 340 | 1,500 | 340 | 98,791 CHF | 22,597 CHF | 99.37% | 99.37% |
26/04/2024 | 0.90% | 66.10 CHF | 66.70 CHF | 1,500 | 340 | 1,500 | 340 | 99,212 CHF | 22,692 CHF | 99.74% | 99.74% |
25/04/2024 | 0.91% | 64.95 CHF | 65.55 CHF | 1,500 | 340 | 1,500 | 340 | 98,147 CHF | 22,451 CHF | 98.48% | 98.48% |
24/04/2024 | 0.91% | 65.25 CHF | 65.85 CHF | 1,500 | 340 | 1,500 | 340 | 98,230 CHF | 22,469 CHF | 99.89% | 99.89% |
23/04/2024 | 0.93% | 65.00 CHF | 65.60 CHF | 1,500 | 340 | 1,500 | 340 | 96,789 CHF | 22,143 CHF | 99.75% | 99.75% |
22/04/2024 | 0.93% | 64.20 CHF | 64.80 CHF | 1,500 | 340 | 1,500 | 340 | 96,269 CHF | 22,025 CHF | 100.00% | 100.00% |
19/04/2024 | 0.93% | 64.85 CHF | 65.45 CHF | 1,500 | 340 | 1,500 | 340 | 96,826 CHF | 22,151 CHF | 99.72% | 99.72% |
18/04/2024 | 0.92% | 64.60 CHF | 65.20 CHF | 1,500 | 340 | 1,500 | 340 | 96,940 CHF | 22,177 CHF | 99.71% | 99.71% |