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 | 0.40% | 2.49 CHF | 2.50 CHF | 44,000 | 44,000 | 43,992 | 43,992 | 108,889 CHF | 109,329 CHF | 99.08% | 99.08% |
07/05/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 44,000 | 44,000 | 44,225 | 44,225 | 108,002 CHF | 108,445 CHF | 99.88% | 99.88% |
06/05/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 45,000 | 45,000 | 45,098 | 45,098 | 104,733 CHF | 105,184 CHF | 100.00% | 100.00% |
03/05/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 45,000 | 45,000 | 45,123 | 45,123 | 104,206 CHF | 104,657 CHF | 99.97% | 99.97% |
02/05/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 45,000 | 45,000 | 45,598 | 45,598 | 103,558 CHF | 104,014 CHF | 100.00% | 100.00% |
30/04/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 45,000 | 45,000 | 44,979 | 44,979 | 104,226 CHF | 104,676 CHF | 99.99% | 99.99% |
29/04/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 46,000 | 46,000 | 45,035 | 45,035 | 103,962 CHF | 104,413 CHF | 99.99% | 99.99% |
26/04/2024 | 0.43% | 2.22 CHF | 2.23 CHF | 46,000 | 46,000 | 45,110 | 45,110 | 104,548 CHF | 104,999 CHF | 99.59% | 99.59% |
25/04/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 45,000 | 45,000 | 44,910 | 44,910 | 106,264 CHF | 106,713 CHF | 99.98% | 99.98% |
24/04/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 46,000 | 46,000 | 45,196 | 45,196 | 105,054 CHF | 105,506 CHF | 99.90% | 99.90% |