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 | 0.73% | 2.87 CHF | 2.89 CHF | 19,400 | 19,400 | 19,314 | 19,314 | 52,676 CHF | 53,062 CHF | 99.01% | 99.01% |
07/05/2024 | 0.57% | 3.70 CHF | 3.72 CHF | 20,000 | 20,000 | 20,231 | 20,231 | 70,839 CHF | 71,243 CHF | 97.66% | 97.66% |
06/05/2024 | 0.56% | 3.48 CHF | 3.50 CHF | 21,100 | 21,100 | 20,917 | 20,917 | 74,035 CHF | 74,453 CHF | 100.00% | 100.00% |
03/05/2024 | 0.60% | 3.32 CHF | 3.34 CHF | 21,900 | 21,900 | 21,810 | 21,810 | 72,415 CHF | 72,851 CHF | 99.97% | 99.97% |
02/05/2024 | 0.61% | 3.27 CHF | 3.29 CHF | 21,100 | 21,100 | 21,013 | 21,013 | 69,050 CHF | 69,470 CHF | 99.99% | 99.99% |
30/04/2024 | 0.52% | 3.35 CHF | 3.37 CHF | 14,800 | 14,800 | 14,527 | 14,527 | 55,924 CHF | 56,215 CHF | 99.99% | 99.99% |
29/04/2024 | 0.39% | 5.07 CHF | 5.09 CHF | 14,600 | 14,600 | 14,537 | 14,537 | 74,427 CHF | 74,718 CHF | 100.00% | 100.00% |
26/04/2024 | 0.42% | 4.91 CHF | 4.93 CHF | 15,900 | 15,900 | 15,836 | 15,836 | 75,008 CHF | 75,324 CHF | 99.62% | 99.62% |
25/04/2024 | 0.43% | 4.35 CHF | 4.37 CHF | 14,600 | 14,600 | 14,336 | 14,336 | 67,268 CHF | 67,554 CHF | 99.90% | 99.90% |
24/04/2024 | 0.41% | 4.86 CHF | 4.88 CHF | 14,300 | 14,300 | 14,241 | 14,241 | 69,588 CHF | 69,873 CHF | 99.77% | 99.77% |