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 | 0.86% | 7.44 CHF | 7.46 CHF | 16,200 | 16,200 | 8,882 | 8,882 | 66,422 CHF | 66,907 CHF | 99.12% | 99.12% |
07/05/2024 | 0.82% | 7.81 CHF | 7.83 CHF | 18,200 | 18,200 | 10,151 | 10,151 | 72,965 CHF | 73,454 CHF | 99.76% | 99.76% |
06/05/2024 | 0.86% | 6.57 CHF | 6.59 CHF | 19,100 | 19,100 | 10,641 | 10,641 | 70,227 CHF | 70,738 CHF | 99.68% | 99.68% |
03/05/2024 | 0.86% | 5.87 CHF | 5.89 CHF | 19,800 | 19,800 | 10,828 | 10,828 | 69,401 CHF | 69,919 CHF | 99.47% | 99.47% |
02/05/2024 | 0.80% | 6.17 CHF | 6.19 CHF | 22,100 | 22,100 | 12,027 | 12,027 | 73,677 CHF | 74,181 CHF | 99.95% | 99.95% |
30/04/2024 | 0.86% | 6.38 CHF | 6.40 CHF | 19,500 | 19,500 | 10,801 | 10,801 | 71,488 CHF | 72,006 CHF | 98.69% | 98.69% |
29/04/2024 | 0.88% | 7.16 CHF | 7.19 CHF | 14,700 | 14,700 | 7,916 | 7,916 | 62,707 CHF | 63,193 CHF | 99.60% | 99.60% |
26/04/2024 | 0.91% | 8.73 CHF | 8.75 CHF | 23,300 | 23,300 | 8,890 | 8,890 | 80,993 CHF | 81,489 CHF | 98.43% | 98.43% |
25/04/2024 | - | 4.77 CHF | - CHF | 22,200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.82% |
23/04/2024 | - | 5.62 CHF | - CHF | 24,900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.97% |