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 | 0.55% | 1.80 CHF | 1.81 CHF | 26,000 | 26,000 | 25,946 | 25,946 | 47,136 CHF | 47,395 CHF | 99.47% | 99.47% |
07/05/2024 | 0.58% | 1.83 CHF | 1.84 CHF | 26,000 | 26,000 | 26,207 | 26,207 | 45,612 CHF | 45,875 CHF | 99.67% | 99.67% |
06/05/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 26,000 | 26,000 | 25,861 | 25,861 | 44,884 CHF | 45,143 CHF | 98.56% | 98.56% |
03/05/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 27,000 | 27,000 | 26,880 | 26,880 | 44,724 CHF | 44,993 CHF | 97.56% | 97.56% |
02/05/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 27,000 | 27,000 | 26,871 | 26,871 | 44,147 CHF | 44,416 CHF | 99.17% | 99.17% |
30/04/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 27,000 | 27,000 | 26,864 | 26,864 | 43,946 CHF | 44,215 CHF | 99.09% | 99.09% |
29/04/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 27,000 | 27,000 | 26,470 | 26,470 | 45,676 CHF | 45,941 CHF | 99.61% | 99.61% |
26/04/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 27,000 | 27,000 | 26,927 | 26,927 | 44,886 CHF | 45,156 CHF | 99.32% | 99.32% |
25/04/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 27,000 | 27,000 | 26,551 | 26,551 | 45,707 CHF | 45,973 CHF | 98.82% | 98.82% |
24/04/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 26,000 | 26,000 | 25,753 | 25,753 | 47,282 CHF | 47,539 CHF | 99.47% | 99.47% |