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 | 0.33% | 3.02 CHF | 3.03 CHF | 53,500 | 53,500 | 53,332 | 53,332 | 159,450 CHF | 159,983 CHF | 99.41% | 99.41% |
07/05/2024 | 0.35% | 2.94 CHF | 2.95 CHF | 54,000 | 54,000 | 53,421 | 53,421 | 155,050 CHF | 155,584 CHF | 99.74% | 99.74% |
06/05/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 54,500 | 54,500 | 53,912 | 53,912 | 151,126 CHF | 151,666 CHF | 95.04% | 98.58% |
03/05/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 55,000 | 55,000 | 54,828 | 54,828 | 149,083 CHF | 149,631 CHF | 96.97% | 97.60% |
02/05/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 55,000 | 55,000 | 54,710 | 54,710 | 150,364 CHF | 150,912 CHF | 99.47% | 99.47% |
30/04/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 55,000 | 55,000 | 54,548 | 54,548 | 152,140 CHF | 152,686 CHF | 99.55% | 99.55% |
29/04/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 54,500 | 54,500 | 54,179 | 54,179 | 150,591 CHF | 151,133 CHF | 99.69% | 99.69% |
26/04/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 55,500 | 55,500 | 55,182 | 55,182 | 149,412 CHF | 149,964 CHF | 99.38% | 99.38% |
25/04/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 55,000 | 55,000 | 54,388 | 54,388 | 151,292 CHF | 151,837 CHF | 98.78% | 98.78% |
24/04/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 54,500 | 54,500 | 53,434 | 53,434 | 155,785 CHF | 156,321 CHF | 99.62% | 99.62% |