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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 4.30% | 29.70 CHF | 30.95 CHF | 15,100 | 15,100 | 15,100 | 15,100 | 429,141 CHF | 448,016 CHF | 99.77% | 99.77% |
13/05/2024 | 4.32% | 29.75 CHF | 31.10 CHF | 13,900 | 13,900 | 13,900 | 13,900 | 425,132 CHF | 443,896 CHF | 100.00% | 100.00% |
10/05/2024 | 4.20% | 29.25 CHF | 30.50 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 437,170 CHF | 455,920 CHF | 100.00% | 100.00% |
08/05/2024 | 4.12% | 27.80 CHF | 28.95 CHF | 16,300 | 16,300 | 16,298 | 16,298 | 445,847 CHF | 464,592 CHF | 99.44% | 99.44% |
07/05/2024 | 4.06% | 26.60 CHF | 27.70 CHF | 16,700 | 16,700 | 16,690 | 16,690 | 444,113 CHF | 462,483 CHF | 100.00% | 100.00% |
06/05/2024 | 3.75% | 25.89 CHF | 26.87 CHF | 18,600 | 18,600 | 18,600 | 18,600 | 478,520 CHF | 496,818 CHF | 100.00% | 100.00% |
03/05/2024 | 3.52% | 23.78 CHF | 24.63 CHF | 21,500 | 21,500 | 21,500 | 21,500 | 510,526 CHF | 528,801 CHF | 99.96% | 99.96% |
02/05/2024 | 3.39% | 22.11 CHF | 22.86 CHF | 24,600 | 24,600 | 24,600 | 24,600 | 535,004 CHF | 553,454 CHF | 99.63% | 99.63% |
30/04/2024 | 3.73% | 22.13 CHF | 23.00 CHF | 21,200 | 21,200 | 21,193 | 21,193 | 485,533 CHF | 503,971 CHF | 100.00% | 100.00% |
29/04/2024 | 3.67% | 23.10 CHF | 23.92 CHF | 22,500 | 22,500 | 22,495 | 22,495 | 494,372 CHF | 512,822 CHF | 99.63% | 99.63% |