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 | 0.96% | 2.06 CHF | 2.08 CHF | 73,000 | 73,000 | 72,727 | 72,727 | 150,511 CHF | 151,965 CHF | 98.93% | 98.93% |
07/05/2024 | 1.00% | 2.01 CHF | 2.03 CHF | 74,000 | 74,000 | 73,675 | 73,675 | 147,107 CHF | 148,581 CHF | 99.75% | 99.75% |
06/05/2024 | 1.17% | 1.71 CHF | 1.73 CHF | 78,000 | 78,000 | 77,930 | 77,930 | 132,262 CHF | 133,821 CHF | 100.00% | 100.00% |
03/05/2024 | 0.95% | 1.64 CHF | 1.66 CHF | 79,000 | 79,000 | 79,734 | 79,734 | 126,617 CHF | 127,831 CHF | 99.97% | 99.97% |
02/05/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 82,000 | 82,000 | 81,292 | 81,292 | 121,186 CHF | 121,998 CHF | 98.53% | 98.53% |
30/04/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 81,000 | 81,000 | 80,643 | 80,643 | 124,441 CHF | 125,247 CHF | 99.99% | 99.99% |
29/04/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 80,000 | 80,000 | 80,253 | 80,253 | 124,815 CHF | 125,617 CHF | 100.00% | 100.00% |
26/04/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 81,000 | 81,000 | 81,177 | 81,177 | 122,185 CHF | 122,997 CHF | 99.43% | 99.43% |
25/04/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 83,000 | 83,000 | 82,390 | 82,390 | 117,890 CHF | 118,714 CHF | 99.66% | 99.66% |
24/04/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 82,000 | 82,000 | 81,127 | 81,127 | 121,840 CHF | 122,651 CHF | 99.30% | 99.30% |