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 | 0.19% | 5.16 CHF | 5.17 CHF | 76,000 | 76,000 | 76,000 | 76,000 | 394,220 CHF | 394,980 CHF | 99.09% | 99.09% |
07/05/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 76,000 | 76,000 | 73,555 | 73,555 | 393,827 CHF | 394,563 CHF | 99.94% | 99.94% |
06/05/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 381,503 CHF | 382,303 CHF | 100.00% | 100.00% |
03/05/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 80,000 | 80,000 | 80,038 | 80,038 | 375,199 CHF | 376,000 CHF | 99.98% | 99.98% |
02/05/2024 | 0.21% | 4.63 CHF | 4.64 CHF | 84,000 | 84,000 | 83,485 | 83,485 | 388,278 CHF | 389,113 CHF | 100.00% | 100.00% |
30/04/2024 | 0.21% | 4.64 CHF | 4.65 CHF | 84,000 | 84,000 | 80,758 | 80,758 | 378,637 CHF | 379,445 CHF | 99.99% | 99.99% |
29/04/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 378,019 CHF | 378,819 CHF | 100.00% | 100.00% |
26/04/2024 | 0.21% | 4.70 CHF | 4.71 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 374,890 CHF | 375,690 CHF | 99.59% | 99.59% |
25/04/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 377,947 CHF | 378,747 CHF | 99.95% | 99.95% |
24/04/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 80,000 | 80,000 | 79,433 | 79,433 | 378,933 CHF | 379,728 CHF | 99.92% | 99.92% |