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 | 0.40% | 2.51 CHF | 2.52 CHF | 35,300 | 35,300 | 35,208 | 35,208 | 88,268 CHF | 88,620 CHF | 99.57% | 99.57% |
07/05/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 35,600 | 35,600 | 35,375 | 35,375 | 86,311 CHF | 86,665 CHF | 99.76% | 99.76% |
06/05/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 36,100 | 36,100 | 35,615 | 35,615 | 85,082 CHF | 85,438 CHF | 98.68% | 98.68% |
03/05/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 36,100 | 36,100 | 36,289 | 36,289 | 84,510 CHF | 84,873 CHF | 97.59% | 97.59% |
02/05/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 37,100 | 37,100 | 36,862 | 36,862 | 82,918 CHF | 83,286 CHF | 98.97% | 98.97% |
30/04/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 37,200 | 37,200 | 36,772 | 36,772 | 83,339 CHF | 83,707 CHF | 99.55% | 99.55% |
29/04/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 36,900 | 36,900 | 36,157 | 36,157 | 83,990 CHF | 84,352 CHF | 99.67% | 99.67% |
26/04/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 36,900 | 36,900 | 36,943 | 36,943 | 83,215 CHF | 83,585 CHF | 99.11% | 99.11% |
25/04/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 38,100 | 38,100 | 37,437 | 37,437 | 80,715 CHF | 81,090 CHF | 99.57% | 99.57% |
24/04/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 37,700 | 37,700 | 37,457 | 37,457 | 80,495 CHF | 80,870 CHF | 99.50% | 99.50% |