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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03/05/2024 | 1.00% | 52.72 CHF | 53.25 CHF | 11,950 | 12,045 | 11,952 | 12,235 | 615,430 CHF | 636,227 CHF | 99.47% | 99.47% |
02/05/2024 | 1.00% | 51.31 CHF | 51.83 CHF | 8,250 | 12,200 | 8,654 | 12,269 | 435,359 CHF | 623,646 CHF | 100.00% | 100.00% |
30/04/2024 | 1.00% | 52.84 CHF | 53.37 CHF | 11,985 | 12,500 | 12,129 | 12,500 | 647,543 CHF | 673,998 CHF | 100.00% | 100.00% |
29/04/2024 | 1.00% | 54.20 CHF | 54.74 CHF | 12,500 | 11,400 | 12,500 | 12,299 | 673,978 CHF | 669,791 CHF | 100.00% | 100.00% |
26/04/2024 | 1.00% | 55.27 CHF | 55.83 CHF | 12,425 | 12,500 | 12,484 | 12,500 | 694,076 CHF | 701,955 CHF | 100.00% | 100.00% |
25/04/2024 | 1.00% | 55.01 CHF | 55.56 CHF | 12,494 | 12,400 | 12,496 | 12,438 | 689,749 CHF | 693,452 CHF | 99.99% | 99.99% |
24/04/2024 | 1.00% | 56.31 CHF | 56.88 CHF | 12,500 | 12,250 | 12,500 | 12,251 | 717,955 CHF | 710,711 CHF | 100.00% | 100.00% |
23/04/2024 | 1.00% | 57.62 CHF | 58.20 CHF | 12,350 | 12,500 | 12,487 | 12,500 | 714,839 CHF | 722,768 CHF | 100.00% | 100.00% |
22/04/2024 | 1.00% | 56.91 CHF | 57.48 CHF | 12,500 | 11,784 | 12,500 | 12,105 | 713,233 CHF | 697,590 CHF | 100.00% | 100.00% |
19/04/2024 | 1.00% | 55.66 CHF | 56.22 CHF | 11,800 | 12,386 | 11,829 | 12,446 | 660,214 CHF | 701,606 CHF | 99.87% | 99.87% |