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 | 0.43% | 2.29 CHF | 2.30 CHF | 102,100 | 102,100 | 109,100 | 109,100 | 252,410 CHF | 253,501 CHF | 99.98% | 99.98% |
30/04/2024 | 0.43% | 2.19 CHF | 2.20 CHF | 101,200 | 101,200 | 100,984 | 100,984 | 234,808 CHF | 235,818 CHF | 99.78% | 99.78% |
29/04/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 100,900 | 100,900 | 100,661 | 100,661 | 238,338 CHF | 239,344 CHF | 99.83% | 99.83% |
26/04/2024 | 0.42% | 2.28 CHF | 2.29 CHF | 100,500 | 100,500 | 101,466 | 101,466 | 239,530 CHF | 240,544 CHF | 99.19% | 99.19% |
25/04/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 102,100 | 102,100 | 102,761 | 102,761 | 238,962 CHF | 239,990 CHF | 99.90% | 99.90% |
24/04/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 103,200 | 103,200 | 100,293 | 100,293 | 232,671 CHF | 233,674 CHF | 99.54% | 99.54% |
23/04/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 98,400 | 98,400 | 98,751 | 98,751 | 237,835 CHF | 238,823 CHF | 99.13% | 99.13% |
22/04/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 99,000 | 99,000 | 96,481 | 96,481 | 232,704 CHF | 233,668 CHF | 99.55% | 99.55% |
19/04/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 94,900 | 94,900 | 94,478 | 94,478 | 237,713 CHF | 238,657 CHF | 99.99% | 99.99% |
18/04/2024 | 0.40% | 2.41 CHF | 2.42 CHF | 94,200 | 94,200 | 95,944 | 95,944 | 238,477 CHF | 239,436 CHF | 99.98% | 99.98% |