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 | 0.24% | 4.14 CHF | 4.15 CHF | 24,000 | 24,000 | 23,388 | 23,388 | 97,370 CHF | 97,604 CHF | 92.06% | 92.06% |
07/05/2024 | 0.24% | 4.27 CHF | 4.28 CHF | 23,000 | 23,000 | 22,620 | 22,620 | 97,160 CHF | 97,386 CHF | 94.27% | 94.27% |
06/05/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 25,000 | 25,000 | 25,451 | 25,451 | 97,545 CHF | 97,800 CHF | 98.19% | 98.19% |
03/05/2024 | 0.27% | 3.79 CHF | 3.80 CHF | 26,000 | 26,000 | 25,869 | 25,869 | 97,498 CHF | 97,757 CHF | 98.28% | 98.94% |
02/05/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 26,000 | 26,000 | 25,898 | 25,898 | 96,836 CHF | 97,095 CHF | 99.19% | 99.19% |
30/04/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 26,000 | 26,000 | 25,870 | 25,870 | 97,550 CHF | 97,809 CHF | 98.97% | 98.97% |
29/04/2024 | 0.27% | 3.78 CHF | 3.79 CHF | 26,000 | 26,000 | 25,708 | 25,708 | 97,538 CHF | 97,795 CHF | 99.75% | 99.75% |
26/04/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 26,000 | 26,000 | 25,917 | 25,917 | 97,551 CHF | 97,810 CHF | 99.18% | 99.18% |
25/04/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 26,000 | 26,000 | 25,721 | 25,721 | 97,556 CHF | 97,813 CHF | 99.40% | 99.40% |
24/04/2024 | 0.26% | 3.77 CHF | 3.78 CHF | 26,000 | 26,000 | 25,382 | 25,382 | 97,301 CHF | 97,555 CHF | 96.07% | 96.07% |