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 | 0.25% | 4.02 CHF | 4.03 CHF | 24,000 | 24,000 | 23,954 | 23,954 | 96,861 CHF | 97,100 CHF | 91.95% | 91.95% |
07/05/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 24,000 | 24,000 | 23,164 | 23,164 | 96,708 CHF | 96,940 CHF | 94.14% | 94.14% |
06/05/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 26,000 | 26,000 | 25,972 | 25,972 | 96,396 CHF | 96,656 CHF | 97.97% | 97.97% |
03/05/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 27,000 | 27,000 | 26,890 | 26,890 | 98,120 CHF | 98,389 CHF | 98.19% | 98.86% |
02/05/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 27,000 | 27,000 | 26,912 | 26,912 | 97,396 CHF | 97,665 CHF | 99.11% | 99.11% |
30/04/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 27,000 | 27,000 | 26,854 | 26,854 | 98,004 CHF | 98,272 CHF | 99.02% | 99.02% |
29/04/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 27,000 | 27,000 | 26,691 | 26,691 | 98,038 CHF | 98,305 CHF | 99.67% | 99.67% |
26/04/2024 | 0.28% | 3.65 CHF | 3.66 CHF | 27,000 | 27,000 | 26,915 | 26,915 | 98,077 CHF | 98,346 CHF | 99.13% | 99.13% |
25/04/2024 | 0.28% | 3.65 CHF | 3.66 CHF | 27,000 | 27,000 | 26,617 | 26,617 | 97,756 CHF | 98,022 CHF | 99.30% | 99.30% |
24/04/2024 | 0.27% | 3.65 CHF | 3.66 CHF | 27,000 | 27,000 | 26,074 | 26,074 | 96,800 CHF | 97,061 CHF | 95.75% | 95.75% |