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 | 0.94% | 3.23 CHF | 3.26 CHF | 12,600 | 12,600 | 12,654 | 12,654 | 40,196 CHF | 40,576 CHF | 99.08% | 99.08% |
07/05/2024 | 0.98% | 3.07 CHF | 3.10 CHF | 12,800 | 12,800 | 12,884 | 12,884 | 39,356 CHF | 39,742 CHF | 99.53% | 99.53% |
06/05/2024 | 0.99% | 2.96 CHF | 2.99 CHF | 13,000 | 13,000 | 13,001 | 13,001 | 39,304 CHF | 39,694 CHF | 100.00% | 100.00% |
03/05/2024 | 1.03% | 2.96 CHF | 2.99 CHF | 13,900 | 13,900 | 13,920 | 13,920 | 40,244 CHF | 40,662 CHF | 99.98% | 99.98% |
02/05/2024 | 1.06% | 2.76 CHF | 2.79 CHF | 13,900 | 13,900 | 13,848 | 13,848 | 39,094 CHF | 39,509 CHF | 100.00% | 100.00% |
30/04/2024 | 1.07% | 2.84 CHF | 2.87 CHF | 13,800 | 13,800 | 13,782 | 13,782 | 38,638 CHF | 39,051 CHF | 100.00% | 100.00% |
29/04/2024 | 1.04% | 2.96 CHF | 2.99 CHF | 13,900 | 13,900 | 13,961 | 13,961 | 40,215 CHF | 40,634 CHF | 100.00% | 100.00% |
26/04/2024 | 0.75% | 2.74 CHF | 2.76 CHF | 15,300 | 15,300 | 15,448 | 15,448 | 41,008 CHF | 41,317 CHF | 67.20% | 67.20% |
25/04/2024 | 0.83% | 2.46 CHF | 2.48 CHF | 15,100 | 15,100 | 15,082 | 15,082 | 37,393 CHF | 37,703 CHF | 100.00% | 100.00% |
24/04/2024 | 1.11% | 2.62 CHF | 2.65 CHF | 13,900 | 13,900 | 13,849 | 13,849 | 37,151 CHF | 37,567 CHF | 99.87% | 99.87% |