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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 41,000 | 41,000 | 40,589 | 40,589 | 93,441 CHF | 93,847 CHF | 87.43% | 93.56% |
08/05/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 41,000 | 41,000 | 41,388 | 41,388 | 101,978 CHF | 102,392 CHF | 99.49% | 99.49% |
07/05/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 42,000 | 42,000 | 41,548 | 41,548 | 109,311 CHF | 109,727 CHF | 99.64% | 99.64% |
06/05/2024 | 0.40% | 2.65 CHF | 2.66 CHF | 42,000 | 42,000 | 41,538 | 41,538 | 106,002 CHF | 106,418 CHF | 97.57% | 97.57% |
03/05/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 42,000 | 42,000 | 41,831 | 41,831 | 108,085 CHF | 108,503 CHF | 96.25% | 96.25% |
02/05/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 42,000 | 42,000 | 41,761 | 41,761 | 109,015 CHF | 109,433 CHF | 99.46% | 99.46% |
30/04/2024 | 0.40% | 2.56 CHF | 2.57 CHF | 42,000 | 42,000 | 41,578 | 41,578 | 105,093 CHF | 105,509 CHF | 99.49% | 99.49% |
29/04/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 42,000 | 42,000 | 41,490 | 41,490 | 104,865 CHF | 105,281 CHF | 98.22% | 98.22% |
26/04/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 42,000 | 42,000 | 41,786 | 41,786 | 104,794 CHF | 105,212 CHF | 99.09% | 99.09% |
25/04/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 42,000 | 42,000 | 42,222 | 42,222 | 113,871 CHF | 114,293 CHF | 98.87% | 98.87% |