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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.17% | 5.99 CHF | 6.00 CHF | 41,500 | 41,500 | 41,493 | 41,493 | 246,982 CHF | 247,397 CHF | 99.69% | 99.69% |
06/05/2024 | 0.17% | 5.87 CHF | 5.88 CHF | 42,500 | 42,500 | 42,038 | 42,038 | 246,013 CHF | 246,434 CHF | 95.15% | 98.72% |
03/05/2024 | 0.17% | 5.73 CHF | 5.74 CHF | 43,500 | 43,500 | 42,986 | 42,986 | 247,844 CHF | 248,274 CHF | 97.23% | 97.91% |
02/05/2024 | 0.17% | 5.77 CHF | 5.78 CHF | 43,000 | 43,000 | 42,839 | 42,839 | 248,249 CHF | 248,678 CHF | 99.17% | 99.17% |
30/04/2024 | 0.17% | 5.83 CHF | 5.84 CHF | 42,500 | 42,500 | 42,498 | 42,498 | 247,981 CHF | 248,407 CHF | 99.32% | 99.32% |
29/04/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 42,500 | 42,500 | 42,271 | 42,271 | 246,226 CHF | 246,649 CHF | 99.69% | 99.69% |
26/04/2024 | 0.17% | 5.76 CHF | 5.77 CHF | 43,500 | 43,500 | 43,176 | 43,176 | 248,318 CHF | 248,750 CHF | 99.35% | 99.35% |
25/04/2024 | 0.17% | 5.79 CHF | 5.80 CHF | 43,000 | 43,000 | 42,230 | 42,230 | 245,990 CHF | 246,413 CHF | 99.31% | 99.31% |
24/04/2024 | 0.17% | 5.90 CHF | 5.91 CHF | 42,500 | 42,500 | 41,241 | 41,241 | 245,720 CHF | 246,133 CHF | 99.73% | 99.73% |
23/04/2024 | 0.17% | 6.03 CHF | 6.04 CHF | 41,500 | 41,500 | 41,096 | 41,096 | 247,131 CHF | 247,543 CHF | 99.48% | 99.48% |