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 | 0.31% | 3.19 CHF | 3.20 CHF | 31,000 | 31,000 | 30,685 | 30,685 | 98,486 CHF | 98,793 CHF | 92.09% | 92.09% |
07/05/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 30,000 | 30,000 | 29,116 | 29,116 | 97,266 CHF | 97,557 CHF | 94.36% | 94.36% |
06/05/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 34,000 | 34,000 | 33,673 | 33,673 | 96,896 CHF | 97,233 CHF | 98.52% | 98.52% |
03/05/2024 | 0.36% | 2.83 CHF | 2.84 CHF | 35,000 | 35,000 | 34,878 | 34,878 | 98,164 CHF | 98,513 CHF | 97.52% | 98.16% |
02/05/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 35,000 | 35,000 | 34,891 | 34,891 | 97,189 CHF | 97,538 CHF | 99.49% | 99.49% |
30/04/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 35,000 | 35,000 | 34,821 | 34,821 | 98,077 CHF | 98,425 CHF | 99.36% | 99.36% |
29/04/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 35,000 | 35,000 | 34,466 | 34,466 | 97,881 CHF | 98,227 CHF | 99.64% | 99.64% |
26/04/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 35,000 | 35,000 | 34,870 | 34,870 | 97,993 CHF | 98,342 CHF | 99.45% | 99.45% |
25/04/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 35,000 | 35,000 | 34,141 | 34,141 | 96,952 CHF | 97,294 CHF | 98.64% | 98.64% |
24/04/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 35,000 | 35,000 | 33,703 | 33,703 | 97,065 CHF | 97,402 CHF | 96.06% | 96.06% |