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 | 0.34% | 2.95 CHF | 2.96 CHF | 33,000 | 33,000 | 32,935 | 32,935 | 97,934 CHF | 98,264 CHF | 91.90% | 91.90% |
07/05/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 32,000 | 32,000 | 31,250 | 31,250 | 97,077 CHF | 97,390 CHF | 94.16% | 94.16% |
06/05/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 37,000 | 37,000 | 36,798 | 36,798 | 97,243 CHF | 97,611 CHF | 98.05% | 98.05% |
03/05/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 38,000 | 38,000 | 37,869 | 37,869 | 97,705 CHF | 98,084 CHF | 98.27% | 98.27% |
02/05/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 39,000 | 39,000 | 38,625 | 38,625 | 98,527 CHF | 98,913 CHF | 99.00% | 99.00% |
30/04/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 39,000 | 39,000 | 37,943 | 37,943 | 97,969 CHF | 98,349 CHF | 99.10% | 99.10% |
29/04/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 38,000 | 38,000 | 37,548 | 37,548 | 97,824 CHF | 98,200 CHF | 99.63% | 99.63% |
26/04/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 38,000 | 38,000 | 38,038 | 38,038 | 97,996 CHF | 98,377 CHF | 98.85% | 98.85% |
25/04/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 38,000 | 38,000 | 37,572 | 37,572 | 97,918 CHF | 98,295 CHF | 97.04% | 97.04% |
24/04/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 38,000 | 38,000 | 36,745 | 36,745 | 97,214 CHF | 97,582 CHF | 95.82% | 95.82% |