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 | 0.35% | 2.84 CHF | 2.85 CHF | 35,000 | 35,000 | 34,316 | 34,316 | 98,057 CHF | 98,400 CHF | 92.08% | 92.08% |
07/05/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 33,000 | 33,000 | 32,415 | 32,415 | 96,878 CHF | 97,203 CHF | 94.29% | 94.29% |
06/05/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 39,000 | 39,000 | 38,641 | 38,641 | 97,616 CHF | 98,003 CHF | 98.52% | 98.52% |
03/05/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 40,000 | 40,000 | 39,861 | 39,861 | 98,211 CHF | 98,609 CHF | 97.22% | 97.85% |
02/05/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 41,000 | 41,000 | 40,245 | 40,245 | 97,988 CHF | 98,391 CHF | 99.07% | 99.07% |
30/04/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 41,000 | 41,000 | 39,795 | 39,795 | 98,127 CHF | 98,525 CHF | 99.39% | 99.39% |
29/04/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 40,000 | 40,000 | 39,293 | 39,293 | 97,804 CHF | 98,197 CHF | 99.39% | 99.39% |
26/04/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 40,000 | 40,000 | 39,859 | 39,859 | 98,022 CHF | 98,421 CHF | 99.14% | 99.14% |
25/04/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 40,000 | 40,000 | 39,012 | 39,012 | 97,093 CHF | 97,484 CHF | 98.60% | 98.60% |
24/04/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 40,000 | 40,000 | 38,524 | 38,524 | 97,442 CHF | 97,827 CHF | 95.75% | 95.75% |