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 | 0.75% | 33.07 CHF | 33.32 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 330,336 CHF | 332,839 CHF | 98.57% | 98.57% |
08/05/2024 | 0.78% | 32.06 CHF | 32.31 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 320,915 CHF | 323,415 CHF | 94.95% | 94.95% |
07/05/2024 | 0.80% | 31.31 CHF | 31.56 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 312,449 CHF | 314,949 CHF | 97.83% | 97.83% |
06/05/2024 | 0.79% | 31.54 CHF | 31.79 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 314,038 CHF | 316,538 CHF | 85.26% | 85.26% |
03/05/2024 | 0.79% | 31.28 CHF | 31.53 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 313,740 CHF | 316,240 CHF | 90.52% | 90.52% |
02/05/2024 | 0.80% | 31.13 CHF | 31.38 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 312,187 CHF | 314,687 CHF | 100.00% | 100.00% |
30/04/2024 | 0.79% | 31.59 CHF | 31.84 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 315,611 CHF | 318,111 CHF | 100.00% | 100.00% |
29/04/2024 | 0.79% | 31.48 CHF | 31.73 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 313,952 CHF | 316,452 CHF | 100.00% | 100.00% |
26/04/2024 | 0.80% | 31.06 CHF | 31.31 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 310,959 CHF | 313,459 CHF | 97.89% | 97.89% |
25/04/2024 | 0.81% | 30.50 CHF | 30.75 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 306,622 CHF | 309,122 CHF | 100.00% | 100.00% |