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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.26% | 7.99 CHF | 8.01 CHF | 20,126 | 20,126 | 20,113 | 20,113 | 156,598 CHF | 157,001 CHF | 99.67% | 99.67% |
30/04/2024 | 0.25% | 7.87 CHF | 7.89 CHF | 20,250 | 20,250 | 19,987 | 19,987 | 159,825 CHF | 160,225 CHF | 99.69% | 99.69% |
29/04/2024 | 0.23% | 8.51 CHF | 8.53 CHF | 19,739 | 19,739 | 19,435 | 19,435 | 168,215 CHF | 168,605 CHF | 99.81% | 99.81% |
26/04/2024 | 0.23% | 8.61 CHF | 8.63 CHF | 19,627 | 19,627 | 19,274 | 19,274 | 171,932 CHF | 172,318 CHF | 99.01% | 99.01% |
25/04/2024 | 0.23% | 8.74 CHF | 8.76 CHF | 19,584 | 19,584 | 19,417 | 19,417 | 169,776 CHF | 170,164 CHF | 98.23% | 98.23% |
24/04/2024 | 0.23% | 8.69 CHF | 8.71 CHF | 19,572 | 19,572 | 19,469 | 19,469 | 167,380 CHF | 167,770 CHF | 99.98% | 99.98% |
23/04/2024 | 0.24% | 8.56 CHF | 8.58 CHF | 19,680 | 19,680 | 19,611 | 19,611 | 163,976 CHF | 164,368 CHF | 99.48% | 99.48% |
22/04/2024 | 0.23% | 8.67 CHF | 8.69 CHF | 19,505 | 19,505 | 19,102 | 19,102 | 171,104 CHF | 171,487 CHF | 99.95% | 99.95% |
19/04/2024 | 0.21% | 9.83 CHF | 9.85 CHF | 18,665 | 18,665 | 18,636 | 18,636 | 178,891 CHF | 179,264 CHF | 99.42% | 99.42% |
18/04/2024 | 0.21% | 9.70 CHF | 9.72 CHF | 18,771 | 18,771 | 18,589 | 18,589 | 180,498 CHF | 180,870 CHF | 99.07% | 99.07% |