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 | 3.02% | 0.66 CHF | 0.68 CHF | 73,000 | 73,000 | 72,727 | 72,727 | 47,567 CHF | 49,022 CHF | 98.93% | 98.93% |
07/05/2024 | 2.72% | 0.72 CHF | 0.74 CHF | 74,000 | 74,000 | 73,676 | 73,676 | 53,516 CHF | 54,990 CHF | 99.75% | 99.75% |
06/05/2024 | 1.94% | 1.01 CHF | 1.03 CHF | 78,000 | 78,000 | 77,930 | 77,930 | 79,698 CHF | 81,257 CHF | 100.00% | 100.00% |
03/05/2024 | 1.34% | 1.08 CHF | 1.10 CHF | 79,000 | 79,000 | 79,734 | 79,734 | 91,050 CHF | 92,264 CHF | 99.99% | 99.99% |
02/05/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 82,000 | 82,000 | 81,292 | 81,292 | 101,542 CHF | 102,355 CHF | 98.52% | 98.52% |
30/04/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 81,000 | 81,000 | 80,641 | 80,641 | 96,730 CHF | 97,537 CHF | 100.00% | 100.00% |
29/04/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 80,000 | 80,000 | 80,253 | 80,253 | 95,434 CHF | 96,236 CHF | 100.00% | 100.00% |
26/04/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 81,000 | 81,000 | 81,177 | 81,177 | 100,607 CHF | 101,419 CHF | 99.43% | 99.43% |
25/04/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 83,000 | 83,000 | 82,390 | 82,390 | 108,234 CHF | 109,058 CHF | 99.69% | 99.69% |
24/04/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 82,000 | 82,000 | 81,127 | 81,127 | 100,989 CHF | 101,800 CHF | 99.31% | 99.31% |