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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 1.00% | 20.70 CHF | 20.91 CHF | 9,768 | 7,864 | 9,881 | 9,549 | 201,515 CHF | 196,678 CHF | 100.00% | 100.00% |
30/04/2024 | 0.99% | 20.48 CHF | 20.69 CHF | 9,978 | 9,563 | 9,998 | 9,761 | 206,041 CHF | 203,231 CHF | 100.00% | 100.00% |
29/04/2024 | 0.99% | 21.30 CHF | 21.51 CHF | 9,960 | 9,858 | 9,968 | 9,959 | 211,045 CHF | 212,945 CHF | 99.50% | 99.50% |
26/04/2024 | 1.00% | 21.71 CHF | 21.93 CHF | 9,816 | 9,915 | 9,934 | 9,944 | 217,031 CHF | 219,435 CHF | 100.00% | 100.00% |
25/04/2024 | 1.00% | 21.73 CHF | 21.95 CHF | 9,850 | 9,921 | 9,998 | 9,923 | 217,943 CHF | 218,482 CHF | 100.00% | 100.00% |
24/04/2024 | 0.99% | 22.54 CHF | 22.77 CHF | 9,780 | 9,879 | 9,928 | 9,917 | 228,933 CHF | 230,962 CHF | 100.00% | 100.00% |
23/04/2024 | 1.01% | 23.02 CHF | 23.25 CHF | 9,865 | 8,762 | 9,970 | 9,299 | 226,903 CHF | 213,779 CHF | 100.00% | 100.00% |
22/04/2024 | 1.01% | 22.70 CHF | 22.93 CHF | 9,180 | 9,010 | 9,457 | 9,273 | 215,328 CHF | 213,277 CHF | 100.00% | 100.00% |
19/04/2024 | 1.01% | 21.59 CHF | 21.81 CHF | 9,988 | 9,382 | 9,991 | 9,576 | 215,320 CHF | 208,472 CHF | 99.95% | 99.95% |
18/04/2024 | 1.00% | 21.37 CHF | 21.58 CHF | 8,565 | 9,724 | 8,889 | 9,975 | 183,915 CHF | 208,576 CHF | 100.00% | 100.00% |