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 | 0.27% | 3.66 CHF | 3.67 CHF | 27,000 | 27,000 | 26,808 | 26,808 | 98,724 CHF | 98,992 CHF | 91.95% | 91.95% |
07/05/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 26,000 | 26,000 | 25,345 | 25,345 | 96,678 CHF | 96,931 CHF | 94.27% | 94.27% |
06/05/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 29,000 | 29,000 | 28,803 | 28,803 | 96,539 CHF | 96,828 CHF | 98.25% | 98.25% |
03/05/2024 | 0.31% | 3.31 CHF | 3.32 CHF | 30,000 | 30,000 | 29,869 | 29,869 | 98,209 CHF | 98,508 CHF | 97.08% | 97.72% |
02/05/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 30,000 | 30,000 | 29,888 | 29,888 | 97,387 CHF | 97,686 CHF | 99.27% | 99.27% |
30/04/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 30,000 | 30,000 | 29,859 | 29,859 | 98,218 CHF | 98,517 CHF | 99.32% | 99.32% |
29/04/2024 | 0.31% | 3.30 CHF | 3.31 CHF | 30,000 | 30,000 | 29,637 | 29,637 | 98,190 CHF | 98,486 CHF | 99.66% | 99.66% |
26/04/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 30,000 | 30,000 | 29,890 | 29,890 | 98,157 CHF | 98,456 CHF | 99.20% | 99.20% |
25/04/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 30,000 | 30,000 | 29,440 | 29,440 | 97,521 CHF | 97,816 CHF | 99.38% | 99.38% |
24/04/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 30,000 | 30,000 | 28,931 | 28,931 | 96,992 CHF | 97,282 CHF | 96.01% | 96.01% |