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 | 0.17% | 5.92 CHF | 5.93 CHF | 36,600 | 36,600 | 36,443 | 36,443 | 215,812 CHF | 216,176 CHF | 99.14% | 99.14% |
07/05/2024 | 0.19% | 5.65 CHF | 5.66 CHF | 39,700 | 39,700 | 39,742 | 39,742 | 213,319 CHF | 213,717 CHF | 99.63% | 99.63% |
06/05/2024 | 0.20% | 5.18 CHF | 5.19 CHF | 41,000 | 41,000 | 40,866 | 40,866 | 207,574 CHF | 207,983 CHF | 100.00% | 100.00% |
03/05/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 43,100 | 43,100 | 43,039 | 43,039 | 214,548 CHF | 214,978 CHF | 99.95% | 99.95% |
02/05/2024 | 0.21% | 4.85 CHF | 4.86 CHF | 42,600 | 42,600 | 42,181 | 42,181 | 204,998 CHF | 205,420 CHF | 99.99% | 99.99% |
30/04/2024 | 0.23% | 5.03 CHF | 5.04 CHF | 40,100 | 40,100 | 39,917 | 39,917 | 202,755 CHF | 203,231 CHF | 99.97% | 99.97% |
29/04/2024 | 0.36% | 5.26 CHF | 5.28 CHF | 37,700 | 37,700 | 36,955 | 36,955 | 203,077 CHF | 203,817 CHF | 100.00% | 100.00% |
26/04/2024 | 0.24% | 5.70 CHF | 5.71 CHF | 40,300 | 40,300 | 40,116 | 40,116 | 227,782 CHF | 228,324 CHF | 99.42% | 99.42% |
25/04/2024 | 0.38% | 5.21 CHF | 5.23 CHF | 35,800 | 35,800 | 35,399 | 35,399 | 188,401 CHF | 189,109 CHF | 99.94% | 99.94% |
23/04/2024 | 0.18% | 5.80 CHF | 5.81 CHF | 42,800 | 42,800 | 42,858 | 42,858 | 241,477 CHF | 241,906 CHF | 99.98% | 99.98% |