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 | 0.58% | 1.66 CHF | 1.67 CHF | 25,600 | 25,600 | 25,405 | 25,405 | 43,652 CHF | 43,906 CHF | 98.93% | 98.93% |
07/05/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 26,700 | 26,700 | 26,765 | 26,765 | 43,104 CHF | 43,371 CHF | 99.41% | 99.41% |
06/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 27,000 | 27,000 | 26,882 | 26,882 | 42,096 CHF | 42,364 CHF | 100.00% | 100.00% |
03/05/2024 | 0.62% | 1.56 CHF | 1.57 CHF | 28,200 | 28,200 | 27,933 | 27,933 | 44,831 CHF | 45,111 CHF | 99.98% | 99.98% |
02/05/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 29,400 | 29,400 | 29,453 | 29,453 | 42,892 CHF | 43,186 CHF | 98.55% | 98.55% |
30/04/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 28,800 | 28,800 | 28,682 | 28,682 | 41,004 CHF | 41,291 CHF | 100.00% | 100.00% |
29/04/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 29,200 | 29,200 | 28,991 | 28,991 | 42,510 CHF | 42,800 CHF | 100.00% | 100.00% |
26/04/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 29,700 | 29,700 | 29,895 | 29,895 | 43,366 CHF | 43,665 CHF | 99.43% | 99.43% |
25/04/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 28,400 | 28,400 | 28,285 | 28,285 | 39,600 CHF | 39,883 CHF | 99.69% | 99.69% |
23/04/2024 | 0.68% | 1.60 CHF | 1.61 CHF | 30,900 | 30,900 | 31,348 | 31,348 | 46,487 CHF | 46,800 CHF | 99.45% | 99.45% |