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 | 0.28% | 3.54 CHF | 3.55 CHF | 28,000 | 28,000 | 27,593 | 27,593 | 98,305 CHF | 98,581 CHF | 91.97% | 91.97% |
07/05/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 27,000 | 27,000 | 26,262 | 26,262 | 97,024 CHF | 97,287 CHF | 94.25% | 94.25% |
06/05/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 30,000 | 30,000 | 29,921 | 29,921 | 96,693 CHF | 96,993 CHF | 98.18% | 98.18% |
03/05/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 31,000 | 31,000 | 30,865 | 30,865 | 97,779 CHF | 98,088 CHF | 97.10% | 97.73% |
02/05/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 31,000 | 31,000 | 30,869 | 30,869 | 96,902 CHF | 97,211 CHF | 99.40% | 99.40% |
30/04/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 31,000 | 31,000 | 30,855 | 30,855 | 97,792 CHF | 98,100 CHF | 99.33% | 99.33% |
29/04/2024 | 0.32% | 3.18 CHF | 3.19 CHF | 31,000 | 31,000 | 30,637 | 30,637 | 97,827 CHF | 98,134 CHF | 99.67% | 99.67% |
26/04/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 31,000 | 31,000 | 30,886 | 30,886 | 97,722 CHF | 98,031 CHF | 99.19% | 99.19% |
25/04/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 31,000 | 31,000 | 30,580 | 30,580 | 97,633 CHF | 97,939 CHF | 99.36% | 99.36% |
24/04/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 31,000 | 31,000 | 30,027 | 30,027 | 97,098 CHF | 97,399 CHF | 95.79% | 95.79% |