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 | 0.43% | 7.21 CHF | 7.22 CHF | 34,900 | 34,900 | 19,144 | 19,144 | 138,348 CHF | 138,850 CHF | 99.12% | 99.12% |
07/05/2024 | 0.45% | 7.37 CHF | 7.38 CHF | 36,800 | 36,800 | 20,517 | 20,517 | 144,739 CHF | 145,273 CHF | 99.76% | 99.76% |
06/05/2024 | 0.46% | 6.73 CHF | 6.74 CHF | 37,900 | 37,900 | 21,040 | 21,040 | 141,868 CHF | 142,413 CHF | 99.79% | 99.79% |
03/05/2024 | 0.46% | 6.36 CHF | 6.37 CHF | 38,800 | 38,800 | 21,218 | 21,218 | 140,994 CHF | 141,542 CHF | 99.56% | 99.56% |
02/05/2024 | 0.40% | 6.53 CHF | 6.54 CHF | 40,800 | 40,800 | 22,113 | 22,113 | 143,814 CHF | 144,300 CHF | 99.98% | 99.98% |
30/04/2024 | 0.46% | 6.63 CHF | 6.64 CHF | 38,400 | 38,400 | 21,224 | 21,224 | 143,079 CHF | 143,629 CHF | 99.03% | 99.03% |
29/04/2024 | 0.42% | 6.96 CHF | 6.97 CHF | 34,300 | 34,300 | 18,449 | 18,449 | 134,788 CHF | 135,262 CHF | 99.60% | 99.60% |
26/04/2024 | 0.58% | 7.64 CHF | 7.65 CHF | 42,300 | 42,300 | 16,183 | 16,183 | 127,126 CHF | 127,612 CHF | 98.35% | 98.35% |
25/04/2024 | 0.37% | 5.41 CHF | 5.42 CHF | 44,200 | 44,200 | 24,306 | 24,306 | 127,362 CHF | 127,774 CHF | 99.92% | 99.92% |
23/04/2024 | 0.46% | 5.83 CHF | 5.84 CHF | 46,100 | 46,100 | 25,467 | 25,467 | 144,209 CHF | 144,772 CHF | 99.98% | 99.98% |