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 | 0.37% | 2.72 CHF | 2.73 CHF | 36,000 | 36,000 | 35,836 | 35,836 | 98,219 CHF | 98,577 CHF | 92.06% | 92.06% |
07/05/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 35,000 | 35,000 | 33,994 | 33,994 | 97,644 CHF | 97,984 CHF | 94.32% | 94.32% |
06/05/2024 | 0.42% | 2.44 CHF | 2.45 CHF | 40,000 | 40,000 | 40,438 | 40,438 | 97,431 CHF | 97,836 CHF | 98.47% | 98.47% |
03/05/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 42,000 | 42,000 | 41,821 | 41,821 | 98,140 CHF | 98,559 CHF | 97.38% | 98.01% |
02/05/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 43,000 | 43,000 | 42,351 | 42,351 | 98,181 CHF | 98,605 CHF | 99.43% | 99.43% |
30/04/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 43,000 | 43,000 | 41,824 | 41,824 | 98,256 CHF | 98,674 CHF | 99.33% | 99.33% |
29/04/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 42,000 | 42,000 | 41,169 | 41,169 | 97,669 CHF | 98,082 CHF | 99.68% | 99.68% |
26/04/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 42,000 | 42,000 | 41,874 | 41,874 | 98,147 CHF | 98,566 CHF | 99.20% | 99.20% |
25/04/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 42,000 | 42,000 | 40,992 | 40,992 | 97,255 CHF | 97,665 CHF | 99.40% | 99.40% |
24/04/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 42,000 | 42,000 | 40,430 | 40,430 | 97,569 CHF | 97,974 CHF | 96.02% | 96.02% |