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 | 0.27% | 37.70 CHF | 37.80 CHF | 3,900 | 3,900 | 3,883 | 3,883 | 146,388 CHF | 146,776 CHF | 99.15% | 99.15% |
07/05/2024 | 0.31% | 34.95 CHF | 35.05 CHF | 4,500 | 4,500 | 4,481 | 4,481 | 144,962 CHF | 145,410 CHF | 99.63% | 99.63% |
06/05/2024 | 0.34% | 30.60 CHF | 30.70 CHF | 4,700 | 4,700 | 4,681 | 4,681 | 138,759 CHF | 139,227 CHF | 100.00% | 100.00% |
03/05/2024 | 0.35% | 29.25 CHF | 29.35 CHF | 5,100 | 5,100 | 5,079 | 5,079 | 146,294 CHF | 146,802 CHF | 99.86% | 99.86% |
02/05/2024 | 0.35% | 27.60 CHF | 27.70 CHF | 4,900 | 4,900 | 4,845 | 4,845 | 133,991 CHF | 134,456 CHF | 99.93% | 99.93% |
30/04/2024 | 0.34% | 29.10 CHF | 29.20 CHF | 4,500 | 4,500 | 4,480 | 4,480 | 133,158 CHF | 133,606 CHF | 99.97% | 99.97% |
29/04/2024 | 0.44% | 31.50 CHF | 31.65 CHF | 4,000 | 4,000 | 3,899 | 3,899 | 132,047 CHF | 132,632 CHF | 100.00% | 100.00% |
26/04/2024 | 0.28% | 35.95 CHF | 36.05 CHF | 4,500 | 4,500 | 4,479 | 4,479 | 159,794 CHF | 160,242 CHF | 99.38% | 99.38% |
25/04/2024 | 0.46% | 31.40 CHF | 31.55 CHF | 3,600 | 3,600 | 3,542 | 3,542 | 115,198 CHF | 115,728 CHF | 99.89% | 99.89% |
24/04/2024 | 0.36% | 40.45 CHF | 40.60 CHF | 3,600 | 3,600 | 3,585 | 3,585 | 148,933 CHF | 149,471 CHF | 99.57% | 99.57% |