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 | 0.30% | 3.31 CHF | 3.32 CHF | 30,000 | 30,000 | 29,566 | 29,566 | 98,350 CHF | 98,646 CHF | 91.98% | 91.98% |
07/05/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 29,000 | 29,000 | 28,091 | 28,091 | 97,156 CHF | 97,437 CHF | 94.24% | 94.24% |
06/05/2024 | 0.34% | 3.02 CHF | 3.03 CHF | 33,000 | 33,000 | 32,575 | 32,575 | 97,594 CHF | 97,920 CHF | 98.42% | 98.42% |
03/05/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 33,000 | 33,000 | 33,596 | 33,596 | 98,521 CHF | 98,857 CHF | 97.84% | 98.49% |
02/05/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 34,000 | 34,000 | 33,841 | 33,841 | 98,255 CHF | 98,593 CHF | 99.32% | 99.32% |
30/04/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 34,000 | 34,000 | 33,344 | 33,344 | 97,865 CHF | 98,199 CHF | 99.36% | 99.36% |
29/04/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 33,000 | 33,000 | 32,620 | 32,620 | 96,489 CHF | 96,816 CHF | 99.64% | 99.64% |
26/04/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 34,000 | 34,000 | 33,851 | 33,851 | 99,130 CHF | 99,468 CHF | 98.89% | 98.89% |
25/04/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 34,000 | 34,000 | 33,080 | 33,080 | 97,862 CHF | 98,193 CHF | 98.18% | 98.18% |
24/04/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 34,000 | 34,000 | 32,395 | 32,395 | 97,128 CHF | 97,452 CHF | 95.92% | 95.92% |