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 | 0.42% | 4.90 CHF | 4.92 CHF | 24,200 | 24,200 | 24,097 | 24,097 | 115,560 CHF | 116,042 CHF | 99.06% | 99.06% |
07/05/2024 | 0.37% | 5.51 CHF | 5.53 CHF | 24,100 | 24,100 | 24,313 | 24,313 | 130,195 CHF | 130,682 CHF | 97.66% | 97.66% |
06/05/2024 | 0.37% | 5.34 CHF | 5.36 CHF | 24,900 | 24,900 | 24,677 | 24,677 | 132,730 CHF | 133,224 CHF | 100.00% | 100.00% |
03/05/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 25,300 | 25,300 | 25,196 | 25,196 | 131,431 CHF | 131,683 CHF | 99.95% | 99.95% |
02/05/2024 | 0.38% | 5.17 CHF | 5.19 CHF | 24,900 | 24,900 | 24,797 | 24,797 | 128,508 CHF | 128,994 CHF | 100.00% | 100.00% |
30/04/2024 | 0.36% | 5.25 CHF | 5.27 CHF | 21,700 | 21,700 | 21,328 | 21,328 | 118,379 CHF | 118,806 CHF | 99.99% | 99.99% |
29/04/2024 | 0.31% | 6.31 CHF | 6.33 CHF | 21,100 | 21,100 | 21,009 | 21,009 | 133,255 CHF | 133,675 CHF | 100.00% | 100.00% |
26/04/2024 | 0.33% | 6.21 CHF | 6.23 CHF | 21,900 | 21,900 | 21,811 | 21,811 | 133,049 CHF | 133,486 CHF | 99.61% | 99.61% |
25/04/2024 | 0.33% | 5.85 CHF | 5.87 CHF | 21,400 | 21,400 | 20,972 | 20,972 | 127,100 CHF | 127,520 CHF | 99.96% | 99.96% |
24/04/2024 | 0.32% | 6.16 CHF | 6.18 CHF | 21,000 | 21,000 | 20,913 | 20,913 | 129,137 CHF | 129,556 CHF | 99.76% | 99.76% |