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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.30% | 63.60 CHF | 63.80 CHF | 1,400 | 1,400 | 1,387 | 1,387 | 91,585 CHF | 91,862 CHF | 99.99% | 99.99% |
08/05/2024 | 0.30% | 65.60 CHF | 65.80 CHF | 1,400 | 1,400 | 1,399 | 1,399 | 92,011 CHF | 92,290 CHF | 99.24% | 99.24% |
07/05/2024 | 0.32% | 65.00 CHF | 65.20 CHF | 1,400 | 1,400 | 1,400 | 1,400 | 87,274 CHF | 87,554 CHF | 97.61% | 97.61% |
06/05/2024 | 0.32% | 61.60 CHF | 61.80 CHF | 1,400 | 1,400 | 1,400 | 1,400 | 86,369 CHF | 86,649 CHF | 100.00% | 100.00% |
03/05/2024 | 0.32% | 61.90 CHF | 62.10 CHF | 1,500 | 1,500 | 1,524 | 1,524 | 95,352 CHF | 95,657 CHF | 99.94% | 99.94% |
02/05/2024 | 0.34% | 57.30 CHF | 57.50 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 88,371 CHF | 88,671 CHF | 99.98% | 99.98% |
30/04/2024 | 0.33% | 58.70 CHF | 58.90 CHF | 1,500 | 1,500 | 1,469 | 1,469 | 89,471 CHF | 89,765 CHF | 99.97% | 99.97% |
29/04/2024 | 0.32% | 60.60 CHF | 60.80 CHF | 1,400 | 1,400 | 1,316 | 1,316 | 84,176 CHF | 84,440 CHF | 99.99% | 99.99% |
26/04/2024 | 0.30% | 67.40 CHF | 67.60 CHF | 1,400 | 1,400 | 1,400 | 1,400 | 91,892 CHF | 92,172 CHF | 98.61% | 98.61% |
25/04/2024 | 0.32% | 63.40 CHF | 63.60 CHF | 1,300 | 1,300 | 1,299 | 1,299 | 82,040 CHF | 82,300 CHF | 99.89% | 99.89% |