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 | 0.49% | 2.03 CHF | 2.04 CHF | 35,300 | 35,300 | 35,245 | 35,245 | 71,653 CHF | 72,006 CHF | 99.43% | 99.43% |
07/05/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 35,600 | 35,600 | 35,392 | 35,392 | 69,525 CHF | 69,879 CHF | 99.72% | 99.72% |
06/05/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 36,100 | 36,100 | 35,647 | 35,647 | 68,265 CHF | 68,622 CHF | 98.29% | 98.29% |
03/05/2024 | 0.54% | 1.91 CHF | 1.92 CHF | 36,100 | 36,100 | 36,283 | 36,283 | 67,303 CHF | 67,666 CHF | 97.70% | 97.70% |
02/05/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 37,100 | 37,100 | 36,933 | 36,933 | 65,556 CHF | 65,926 CHF | 99.26% | 99.26% |
30/04/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 37,200 | 37,200 | 36,737 | 36,737 | 65,847 CHF | 66,214 CHF | 99.42% | 99.42% |
29/04/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 36,900 | 36,900 | 36,141 | 36,141 | 66,831 CHF | 67,193 CHF | 99.51% | 99.51% |
26/04/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 36,900 | 36,900 | 36,989 | 36,989 | 65,815 CHF | 66,185 CHF | 99.28% | 99.28% |
25/04/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 38,100 | 38,100 | 37,412 | 37,412 | 62,955 CHF | 63,329 CHF | 98.60% | 98.60% |
24/04/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 37,700 | 37,700 | 37,367 | 37,367 | 62,591 CHF | 62,966 CHF | 99.58% | 99.58% |