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 | 0.37% | 2.72 CHF | 2.73 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 156,780 CHF | 157,360 CHF | 99.09% | 99.09% |
07/05/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 58,000 | 58,000 | 58,710 | 58,710 | 154,449 CHF | 155,037 CHF | 99.94% | 99.94% |
06/05/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 154,976 CHF | 155,576 CHF | 100.00% | 100.00% |
03/05/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 152,341 CHF | 152,941 CHF | 99.99% | 99.99% |
02/05/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 151,397 CHF | 151,997 CHF | 99.99% | 99.99% |
30/04/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 60,000 | 60,000 | 59,943 | 59,943 | 152,398 CHF | 152,998 CHF | 100.00% | 100.00% |
29/04/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 153,283 CHF | 153,883 CHF | 100.00% | 100.00% |
26/04/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 150,891 CHF | 151,491 CHF | 99.59% | 99.59% |
25/04/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 152,442 CHF | 153,042 CHF | 100.00% | 100.00% |
24/04/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 60,000 | 60,000 | 59,778 | 59,778 | 156,199 CHF | 156,797 CHF | 99.91% | 99.91% |