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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.39% | 2.64 CHF | 2.65 CHF | 55,000 | 55,000 | 54,977 | 54,977 | 140,292 CHF | 140,842 CHF | 99.88% | 99.88% |
06/05/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 55,000 | 55,000 | 55,036 | 55,036 | 140,176 CHF | 140,726 CHF | 100.00% | 100.00% |
03/05/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 55,000 | 55,000 | 55,856 | 55,856 | 138,233 CHF | 138,791 CHF | 99.98% | 99.98% |
02/05/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 137,361 CHF | 137,921 CHF | 98.18% | 98.18% |
30/04/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 56,000 | 56,000 | 55,948 | 55,948 | 136,734 CHF | 137,294 CHF | 99.99% | 99.99% |
29/04/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 55,000 | 55,000 | 55,018 | 55,018 | 139,423 CHF | 139,973 CHF | 100.00% | 100.00% |
26/04/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 56,000 | 56,000 | 55,995 | 55,995 | 138,606 CHF | 139,166 CHF | 99.42% | 99.42% |
25/04/2024 | 0.39% | 2.47 CHF | 2.48 CHF | 56,000 | 56,000 | 55,327 | 55,327 | 139,996 CHF | 140,550 CHF | 99.69% | 99.69% |
24/04/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 55,000 | 55,000 | 54,592 | 54,592 | 144,373 CHF | 144,919 CHF | 99.30% | 99.30% |
23/04/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 54,000 | 54,000 | 54,093 | 54,093 | 145,115 CHF | 145,656 CHF | 100.00% | 100.00% |