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 | 0.46% | 29.50 CHF | 29.55 CHF | 9,200 | 9,200 | 5,162 | 5,162 | 145,556 CHF | 146,129 CHF | 99.76% | 99.76% |
06/05/2024 | 0.48% | 26.90 CHF | 26.95 CHF | 9,500 | 9,500 | 5,279 | 5,279 | 142,302 CHF | 142,885 CHF | 99.90% | 99.90% |
03/05/2024 | 0.47% | 25.42 CHF | 25.46 CHF | 9,700 | 9,700 | 5,358 | 5,358 | 142,378 CHF | 142,956 CHF | 99.82% | 99.82% |
02/05/2024 | 0.45% | 26.10 CHF | 26.15 CHF | 10,200 | 10,200 | 5,544 | 5,544 | 144,187 CHF | 144,734 CHF | 99.95% | 99.95% |
30/04/2024 | 0.48% | 26.50 CHF | 26.55 CHF | 9,600 | 9,600 | 5,332 | 5,332 | 143,690 CHF | 144,279 CHF | 99.02% | 99.02% |
29/04/2024 | 0.43% | 27.85 CHF | 27.90 CHF | 8,600 | 8,600 | 4,661 | 4,661 | 136,150 CHF | 136,663 CHF | 99.59% | 99.59% |
26/04/2024 | 0.61% | 30.55 CHF | 30.60 CHF | 10,600 | 10,600 | 4,059 | 4,059 | 127,496 CHF | 128,019 CHF | 98.46% | 98.46% |
25/04/2024 | 0.27% | 21.63 CHF | 21.66 CHF | 11,100 | 11,100 | 6,144 | 6,144 | 128,821 CHF | 129,131 CHF | 99.53% | 99.53% |
23/04/2024 | 0.39% | 23.35 CHF | 23.38 CHF | 11,600 | 11,600 | 6,427 | 6,427 | 145,654 CHF | 146,131 CHF | 99.95% | 99.95% |
22/04/2024 | 0.56% | 21.13 CHF | 21.16 CHF | 12,200 | 12,200 | 6,730 | 6,730 | 144,451 CHF | 145,114 CHF | 99.57% | 99.57% |