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 | 0.42% | 2.39 CHF | 2.40 CHF | 55,000 | 55,000 | 54,717 | 54,717 | 131,382 CHF | 131,929 CHF | 98.93% | 98.93% |
07/05/2024 | 0.43% | 2.41 CHF | 2.42 CHF | 55,000 | 55,000 | 54,972 | 54,972 | 127,828 CHF | 128,378 CHF | 99.88% | 99.88% |
06/05/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 55,000 | 55,000 | 55,036 | 55,036 | 127,650 CHF | 128,200 CHF | 100.00% | 100.00% |
03/05/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 55,000 | 55,000 | 55,856 | 55,856 | 125,540 CHF | 126,099 CHF | 99.99% | 99.99% |
02/05/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 124,680 CHF | 125,240 CHF | 98.18% | 98.18% |
30/04/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 56,000 | 56,000 | 55,959 | 55,959 | 124,165 CHF | 124,725 CHF | 100.00% | 100.00% |
29/04/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 55,000 | 55,000 | 55,018 | 55,018 | 126,961 CHF | 127,511 CHF | 100.00% | 100.00% |
26/04/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 56,000 | 56,000 | 55,995 | 55,995 | 125,958 CHF | 126,518 CHF | 99.43% | 99.43% |
25/04/2024 | 0.43% | 2.25 CHF | 2.26 CHF | 56,000 | 56,000 | 55,327 | 55,327 | 127,453 CHF | 128,006 CHF | 99.69% | 99.69% |
24/04/2024 | 0.41% | 2.37 CHF | 2.38 CHF | 55,000 | 55,000 | 54,591 | 54,591 | 131,955 CHF | 132,501 CHF | 99.30% | 99.30% |