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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.51% | 2.03 CHF | 2.04 CHF | 54,000 | 54,000 | 53,416 | 53,416 | 106,185 CHF | 106,719 CHF | 99.64% | 99.64% |
06/05/2024 | 0.54% | 1.91 CHF | 1.92 CHF | 54,500 | 54,500 | 53,880 | 53,880 | 101,717 CHF | 102,257 CHF | 94.51% | 98.07% |
03/05/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 55,000 | 55,000 | 54,861 | 54,861 | 98,962 CHF | 99,511 CHF | 97.59% | 97.59% |
02/05/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 55,000 | 55,000 | 54,744 | 54,744 | 100,350 CHF | 100,898 CHF | 99.25% | 99.25% |
30/04/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 55,000 | 55,000 | 54,665 | 54,665 | 102,445 CHF | 102,992 CHF | 99.59% | 99.59% |
29/04/2024 | 0.54% | 1.89 CHF | 1.90 CHF | 54,500 | 54,500 | 54,180 | 54,180 | 101,064 CHF | 101,607 CHF | 99.65% | 99.65% |
26/04/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 55,500 | 55,500 | 55,106 | 55,106 | 98,848 CHF | 99,400 CHF | 98.82% | 98.82% |
25/04/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 55,000 | 55,000 | 54,366 | 54,366 | 101,560 CHF | 102,105 CHF | 98.15% | 98.15% |
24/04/2024 | 0.50% | 1.94 CHF | 1.95 CHF | 54,500 | 54,500 | 53,464 | 53,464 | 107,015 CHF | 107,551 CHF | 99.39% | 99.39% |
23/04/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 53,500 | 53,500 | 52,951 | 52,951 | 108,951 CHF | 109,481 CHF | 99.24% | 99.24% |