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 | 0.19% | 5.35 CHF | 5.36 CHF | 23,300 | 23,300 | 23,107 | 23,107 | 123,810 CHF | 124,042 CHF | 99.75% | 99.75% |
08/05/2024 | 0.19% | 5.27 CHF | 5.28 CHF | 23,500 | 23,500 | 23,451 | 23,451 | 123,701 CHF | 123,936 CHF | 99.55% | 99.55% |
07/05/2024 | 0.20% | 5.21 CHF | 5.22 CHF | 23,700 | 23,700 | 23,577 | 23,577 | 121,943 CHF | 122,179 CHF | 99.76% | 99.76% |
06/05/2024 | 0.20% | 5.09 CHF | 5.10 CHF | 24,100 | 24,100 | 23,722 | 23,722 | 120,902 CHF | 121,140 CHF | 98.77% | 98.77% |
03/05/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 24,000 | 24,000 | 24,157 | 24,157 | 120,919 CHF | 121,161 CHF | 97.26% | 97.26% |
02/05/2024 | 0.21% | 4.88 CHF | 4.89 CHF | 24,700 | 24,700 | 24,592 | 24,592 | 120,156 CHF | 120,403 CHF | 99.22% | 99.22% |
30/04/2024 | 0.20% | 4.89 CHF | 4.90 CHF | 24,800 | 24,800 | 24,517 | 24,517 | 120,411 CHF | 120,656 CHF | 99.21% | 99.21% |
29/04/2024 | 0.20% | 4.92 CHF | 4.93 CHF | 24,600 | 24,600 | 24,092 | 24,092 | 120,348 CHF | 120,589 CHF | 99.80% | 99.80% |
26/04/2024 | 0.21% | 4.94 CHF | 4.95 CHF | 24,600 | 24,600 | 24,648 | 24,648 | 120,523 CHF | 120,769 CHF | 99.24% | 99.24% |
25/04/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 25,400 | 25,400 | 24,947 | 24,947 | 118,368 CHF | 118,617 CHF | 98.14% | 98.14% |