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 | 0.34% | 2.99 CHF | 3.00 CHF | 35,300 | 35,300 | 35,227 | 35,227 | 105,204 CHF | 105,556 CHF | 99.48% | 99.48% |
07/05/2024 | 0.35% | 2.95 CHF | 2.96 CHF | 35,600 | 35,600 | 35,379 | 35,379 | 103,247 CHF | 103,601 CHF | 99.70% | 99.70% |
06/05/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 36,100 | 36,100 | 35,637 | 35,637 | 102,193 CHF | 102,550 CHF | 98.58% | 98.58% |
03/05/2024 | 0.36% | 2.86 CHF | 2.87 CHF | 36,100 | 36,100 | 36,285 | 36,285 | 101,921 CHF | 102,284 CHF | 98.03% | 98.03% |
02/05/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 37,100 | 37,100 | 36,936 | 36,936 | 100,755 CHF | 101,125 CHF | 98.72% | 98.72% |
30/04/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 37,200 | 37,200 | 36,803 | 36,803 | 100,995 CHF | 101,363 CHF | 99.11% | 99.11% |
29/04/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 36,900 | 36,900 | 36,175 | 36,175 | 101,321 CHF | 101,683 CHF | 99.69% | 99.69% |
26/04/2024 | 0.37% | 2.76 CHF | 2.77 CHF | 36,900 | 36,900 | 36,986 | 36,986 | 101,013 CHF | 101,383 CHF | 99.44% | 99.44% |
25/04/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 38,100 | 38,100 | 37,430 | 37,430 | 98,617 CHF | 98,992 CHF | 98.50% | 98.50% |
24/04/2024 | 0.39% | 2.65 CHF | 2.66 CHF | 37,700 | 37,700 | 36,704 | 36,704 | 97,069 CHF | 97,437 CHF | 46.85% | 99.60% |