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 | 0.41% | 2.35 CHF | 2.36 CHF | 22,300 | 22,300 | 22,059 | 22,059 | 53,257 CHF | 53,478 CHF | 98.93% | 98.93% |
07/05/2024 | 0.44% | 2.33 CHF | 2.34 CHF | 23,000 | 23,000 | 23,067 | 23,067 | 52,880 CHF | 53,111 CHF | 99.41% | 99.41% |
06/05/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 23,300 | 23,300 | 23,186 | 23,186 | 51,942 CHF | 52,173 CHF | 100.00% | 100.00% |
03/05/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 24,000 | 24,000 | 23,820 | 23,820 | 54,433 CHF | 54,671 CHF | 99.98% | 99.98% |
02/05/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 24,900 | 24,900 | 24,884 | 24,884 | 52,600 CHF | 52,848 CHF | 98.57% | 98.57% |
30/04/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 24,500 | 24,500 | 24,401 | 24,401 | 50,842 CHF | 51,086 CHF | 99.99% | 99.99% |
29/04/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 24,800 | 24,800 | 24,665 | 24,665 | 52,432 CHF | 52,679 CHF | 100.00% | 100.00% |
26/04/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 25,100 | 25,100 | 25,206 | 25,206 | 53,124 CHF | 53,376 CHF | 99.43% | 99.43% |
25/04/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 24,300 | 24,300 | 24,202 | 24,202 | 49,582 CHF | 49,824 CHF | 99.67% | 99.67% |
24/04/2024 | 0.45% | 2.16 CHF | 2.17 CHF | 23,300 | 23,300 | 23,167 | 23,167 | 51,170 CHF | 51,401 CHF | 99.50% | 99.50% |