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 | 0.65% | 3.07 CHF | 3.09 CHF | 32,000 | 32,000 | 31,833 | 31,833 | 98,253 CHF | 98,890 CHF | 91.93% | 91.93% |
07/05/2024 | 0.63% | 3.20 CHF | 3.22 CHF | 31,000 | 31,000 | 30,166 | 30,166 | 97,082 CHF | 97,686 CHF | 94.28% | 94.28% |
06/05/2024 | 0.73% | 2.78 CHF | 2.80 CHF | 35,000 | 35,000 | 35,409 | 35,409 | 97,583 CHF | 98,292 CHF | 98.31% | 98.31% |
03/05/2024 | 0.74% | 2.71 CHF | 2.73 CHF | 36,000 | 36,000 | 36,318 | 36,318 | 97,786 CHF | 98,513 CHF | 97.86% | 98.50% |
02/05/2024 | 0.75% | 2.65 CHF | 2.67 CHF | 37,000 | 37,000 | 36,812 | 36,812 | 98,045 CHF | 98,782 CHF | 99.37% | 99.37% |
30/04/2024 | 0.75% | 2.65 CHF | 2.67 CHF | 37,000 | 37,000 | 36,017 | 36,017 | 97,065 CHF | 97,787 CHF | 99.65% | 99.65% |
29/04/2024 | 0.74% | 2.70 CHF | 2.72 CHF | 36,000 | 36,000 | 35,579 | 35,579 | 96,704 CHF | 97,417 CHF | 99.66% | 99.66% |
26/04/2024 | 0.74% | 2.70 CHF | 2.72 CHF | 36,000 | 36,000 | 36,428 | 36,428 | 97,932 CHF | 98,661 CHF | 98.84% | 98.84% |
25/04/2024 | 0.74% | 2.69 CHF | 2.71 CHF | 36,000 | 36,000 | 35,994 | 35,994 | 97,846 CHF | 98,567 CHF | 98.21% | 98.21% |
24/04/2024 | 0.73% | 2.69 CHF | 2.71 CHF | 36,000 | 36,000 | 35,208 | 35,208 | 97,109 CHF | 97,814 CHF | 96.07% | 96.07% |