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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.44% | 36.30 CHF | 36.45 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 86,032 CHF | 86,407 CHF | 95.47% | 95.47% |
06/05/2024 | 0.45% | 33.80 CHF | 33.95 CHF | 2,700 | 2,700 | 2,700 | 2,700 | 89,216 CHF | 89,621 CHF | 98.41% | 98.41% |
03/05/2024 | 0.48% | 31.60 CHF | 31.75 CHF | 2,700 | 2,700 | 2,700 | 2,700 | 84,056 CHF | 84,461 CHF | 99.91% | 99.91% |
02/05/2024 | 0.48% | 31.90 CHF | 32.05 CHF | 2,700 | 2,700 | 2,700 | 2,700 | 84,366 CHF | 84,771 CHF | 99.98% | 99.98% |
30/04/2024 | 0.45% | 31.65 CHF | 31.80 CHF | 2,600 | 2,600 | 2,599 | 2,599 | 86,222 CHF | 86,612 CHF | 99.97% | 99.97% |
29/04/2024 | 0.45% | 33.45 CHF | 33.60 CHF | 2,700 | 2,700 | 2,700 | 2,700 | 89,113 CHF | 89,518 CHF | 99.99% | 99.99% |
26/04/2024 | 0.48% | 32.05 CHF | 32.20 CHF | 2,900 | 2,900 | 2,900 | 2,900 | 89,690 CHF | 90,125 CHF | 98.63% | 98.63% |
25/04/2024 | 0.47% | 29.30 CHF | 29.45 CHF | 2,900 | 2,900 | 2,960 | 2,960 | 87,087 CHF | 87,500 CHF | 99.86% | 99.86% |
24/04/2024 | 0.48% | 29.75 CHF | 29.90 CHF | 2,900 | 2,900 | 2,900 | 2,900 | 89,907 CHF | 90,342 CHF | 97.01% | 97.01% |
23/04/2024 | 0.35% | 29.05 CHF | 29.15 CHF | 3,300 | 3,300 | 3,267 | 3,267 | 93,290 CHF | 93,617 CHF | 99.99% | 99.99% |