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 | 0.33% | 3.04 CHF | 3.05 CHF | 48,200 | 48,200 | 47,994 | 47,994 | 145,816 CHF | 146,296 CHF | 99.14% | 99.14% |
07/05/2024 | 0.38% | 2.82 CHF | 2.83 CHF | 54,600 | 54,600 | 54,670 | 54,670 | 142,478 CHF | 143,025 CHF | 99.63% | 99.63% |
06/05/2024 | 0.42% | 2.47 CHF | 2.48 CHF | 57,100 | 57,100 | 56,915 | 56,915 | 135,963 CHF | 136,532 CHF | 100.00% | 100.00% |
03/05/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 62,200 | 62,200 | 62,111 | 62,111 | 144,150 CHF | 144,771 CHF | 99.93% | 99.93% |
02/05/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 60,100 | 60,100 | 59,505 | 59,505 | 132,581 CHF | 133,176 CHF | 100.00% | 100.00% |
30/04/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 54,900 | 54,900 | 54,648 | 54,648 | 130,880 CHF | 131,426 CHF | 99.98% | 99.98% |
29/04/2024 | 0.37% | 2.54 CHF | 2.55 CHF | 48,900 | 48,900 | 48,023 | 48,023 | 131,258 CHF | 131,739 CHF | 100.00% | 100.00% |
26/04/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 55,400 | 55,400 | 55,148 | 55,148 | 158,570 CHF | 159,121 CHF | 99.42% | 99.42% |
25/04/2024 | 0.38% | 2.53 CHF | 2.54 CHF | 43,900 | 43,900 | 43,423 | 43,423 | 114,029 CHF | 114,464 CHF | 99.94% | 99.94% |
24/04/2024 | 0.30% | 3.26 CHF | 3.27 CHF | 43,600 | 43,600 | 43,415 | 43,415 | 145,558 CHF | 145,992 CHF | 99.57% | 99.57% |