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 | 0.41% | 33.35 CHF | 33.40 CHF | 8,000 | 8,000 | 5,967 | 5,967 | 196,196 CHF | 196,933 CHF | 99.94% | 99.94% |
07/05/2024 | 0.42% | 32.65 CHF | 32.70 CHF | 9,000 | 9,000 | 6,022 | 6,022 | 194,897 CHF | 195,638 CHF | 100.00% | 100.00% |
06/05/2024 | 0.43% | 31.80 CHF | 31.85 CHF | 9,000 | 9,000 | 6,022 | 6,022 | 189,728 CHF | 190,466 CHF | 98.68% | 98.68% |
03/05/2024 | 0.45% | 31.00 CHF | 31.05 CHF | 9,000 | 9,000 | 5,981 | 5,981 | 182,439 CHF | 183,182 CHF | 97.82% | 97.82% |
02/05/2024 | 0.45% | 30.25 CHF | 30.30 CHF | 9,000 | 9,000 | 5,995 | 5,995 | 181,871 CHF | 182,611 CHF | 98.84% | 98.84% |
30/04/2024 | 0.46% | 30.10 CHF | 30.15 CHF | 9,000 | 9,000 | 6,084 | 6,084 | 180,112 CHF | 180,862 CHF | 100.00% | 100.00% |
29/04/2024 | 0.45% | 29.75 CHF | 29.80 CHF | 9,000 | 9,000 | 6,018 | 6,018 | 181,697 CHF | 182,437 CHF | 99.50% | 99.50% |
26/04/2024 | 0.44% | 30.40 CHF | 30.45 CHF | 9,000 | 9,000 | 6,016 | 6,016 | 184,670 CHF | 185,410 CHF | 99.83% | 99.83% |
25/04/2024 | 1.64% | 29.55 CHF | 29.60 CHF | 4,500 | 4,500 | 3,219 | 3,219 | 93,362 CHF | 94,717 CHF | 98.57% | 98.57% |
24/04/2024 | 0.37% | 35.20 CHF | 35.25 CHF | 8,000 | 8,000 | 5,339 | 5,339 | 193,921 CHF | 194,577 CHF | 99.73% | 99.73% |