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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.35% | 5.60 CHF | 5.62 CHF | 23,600 | 23,600 | 23,551 | 23,551 | 133,732 CHF | 134,203 CHF | 99.06% | 99.06% |
07/05/2024 | 0.37% | 5.55 CHF | 5.57 CHF | 24,200 | 24,200 | 24,095 | 24,095 | 129,932 CHF | 130,414 CHF | 97.81% | 97.81% |
06/05/2024 | 0.36% | 5.43 CHF | 5.45 CHF | 24,700 | 24,700 | 24,598 | 24,598 | 134,894 CHF | 135,386 CHF | 100.00% | 100.00% |
03/05/2024 | 0.38% | 5.25 CHF | 5.27 CHF | 25,400 | 25,400 | 25,295 | 25,295 | 132,801 CHF | 133,307 CHF | 99.76% | 99.76% |
02/05/2024 | 0.39% | 5.18 CHF | 5.20 CHF | 26,500 | 26,500 | 26,397 | 26,397 | 135,313 CHF | 135,841 CHF | 100.00% | 100.00% |
30/04/2024 | 0.41% | 4.93 CHF | 4.95 CHF | 27,900 | 27,900 | 27,765 | 27,765 | 134,758 CHF | 135,314 CHF | 100.00% | 100.00% |
29/04/2024 | 0.41% | 4.81 CHF | 4.83 CHF | 27,100 | 27,100 | 26,984 | 26,984 | 132,742 CHF | 133,282 CHF | 100.00% | 100.00% |
26/04/2024 | 0.42% | 4.90 CHF | 4.92 CHF | 28,200 | 28,200 | 28,083 | 28,083 | 134,004 CHF | 134,566 CHF | 99.60% | 99.60% |
25/04/2024 | 0.43% | 4.63 CHF | 4.65 CHF | 28,500 | 28,500 | 28,382 | 28,382 | 132,374 CHF | 132,941 CHF | 99.98% | 99.98% |
23/04/2024 | 0.22% | 4.48 CHF | 4.49 CHF | 31,000 | 31,000 | 30,859 | 30,859 | 137,900 CHF | 138,209 CHF | 100.00% | 100.00% |