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 | 3.38% | 0.62 CHF | 0.64 CHF | 41,000 | 41,000 | 40,606 | 40,606 | 23,925 CHF | 24,738 CHF | 87.34% | 93.45% |
08/05/2024 | 4.54% | 0.50 CHF | 0.52 CHF | 41,000 | 41,000 | 41,331 | 41,331 | 17,968 CHF | 18,795 CHF | 99.55% | 99.55% |
07/05/2024 | 7.19% | 0.32 CHF | 0.34 CHF | 42,000 | 42,000 | 41,576 | 41,576 | 11,351 CHF | 12,183 CHF | 99.57% | 99.57% |
06/05/2024 | 5.66% | 0.26 CHF | 0.28 CHF | 42,000 | 42,000 | 41,499 | 41,499 | 14,611 CHF | 15,442 CHF | 97.68% | 97.68% |
03/05/2024 | 5.98% | 0.30 CHF | 0.32 CHF | 42,000 | 42,000 | 41,843 | 41,843 | 13,656 CHF | 14,493 CHF | 97.53% | 97.53% |
02/05/2024 | 6.42% | 0.30 CHF | 0.32 CHF | 42,000 | 42,000 | 41,830 | 41,830 | 12,728 CHF | 13,565 CHF | 98.82% | 98.82% |
30/04/2024 | 5.03% | 0.36 CHF | 0.38 CHF | 42,000 | 42,000 | 41,759 | 41,759 | 16,309 CHF | 17,145 CHF | 98.80% | 98.80% |
29/04/2024 | 5.04% | 0.35 CHF | 0.37 CHF | 42,000 | 42,000 | 41,523 | 41,523 | 16,307 CHF | 17,138 CHF | 98.35% | 98.35% |
26/04/2024 | 4.70% | 0.42 CHF | 0.44 CHF | 42,000 | 42,000 | 41,826 | 41,826 | 17,512 CHF | 18,349 CHF | 98.97% | 98.97% |
25/04/2024 | 8.26% | 0.32 CHF | 0.34 CHF | 42,000 | 42,000 | 42,213 | 42,213 | 10,014 CHF | 10,859 CHF | 93.30% | 98.79% |