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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.80% | 120.68 CHF | 121.65 CHF | 1,940 | 2,419 | 2,329 | 2,421 | 281,719 CHF | 295,081 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 122.13 CHF | 123.11 CHF | 2,300 | 2,500 | 2,355 | 2,500 | 288,151 CHF | 308,348 CHF | 100.00% | 100.00% |
29/04/2024 | 0.80% | 121.99 CHF | 122.97 CHF | 2,200 | 2,500 | 2,274 | 2,500 | 278,147 CHF | 308,256 CHF | 100.00% | 100.00% |
26/04/2024 | 0.80% | 122.15 CHF | 123.13 CHF | 2,450 | 2,500 | 2,496 | 2,500 | 303,764 CHF | 306,703 CHF | 100.00% | 100.00% |
25/04/2024 | 0.80% | 120.01 CHF | 120.97 CHF | 2,498 | 2,500 | 2,498 | 2,500 | 300,853 CHF | 303,482 CHF | 100.00% | 100.00% |
24/04/2024 | 0.80% | 120.90 CHF | 121.87 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 303,488 CHF | 305,924 CHF | 100.00% | 100.00% |
23/04/2024 | 0.80% | 120.60 CHF | 121.57 CHF | 2,300 | 2,500 | 2,371 | 2,500 | 283,730 CHF | 301,647 CHF | 100.00% | 100.00% |
22/04/2024 | 0.80% | 119.12 CHF | 120.08 CHF | 2,220 | 2,375 | 2,390 | 2,394 | 285,276 CHF | 288,029 CHF | 100.00% | 100.00% |
19/04/2024 | 0.80% | 119.33 CHF | 120.29 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 298,005 CHF | 300,402 CHF | 99.95% | 99.95% |
18/04/2024 | 0.80% | 120.64 CHF | 121.61 CHF | 2,000 | 2,500 | 2,110 | 2,500 | 253,998 CHF | 303,383 CHF | 100.00% | 100.00% |