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 | 0.39% | 2.59 CHF | 2.60 CHF | 44,000 | 44,000 | 43,991 | 43,991 | 113,548 CHF | 113,988 CHF | 99.09% | 99.09% |
07/05/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 44,000 | 44,000 | 44,225 | 44,225 | 112,621 CHF | 113,064 CHF | 99.88% | 99.88% |
06/05/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 45,000 | 45,000 | 45,098 | 45,098 | 109,451 CHF | 109,902 CHF | 100.00% | 100.00% |
03/05/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 45,000 | 45,000 | 45,124 | 45,124 | 108,901 CHF | 109,352 CHF | 100.00% | 100.00% |
02/05/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 45,000 | 45,000 | 45,598 | 45,598 | 108,327 CHF | 108,783 CHF | 99.99% | 99.99% |
30/04/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 45,000 | 45,000 | 44,981 | 44,981 | 108,993 CHF | 109,443 CHF | 99.99% | 99.99% |
29/04/2024 | 0.41% | 2.38 CHF | 2.39 CHF | 46,000 | 46,000 | 45,035 | 45,035 | 108,709 CHF | 109,159 CHF | 100.00% | 100.00% |
26/04/2024 | 0.41% | 2.33 CHF | 2.34 CHF | 46,000 | 46,000 | 45,110 | 45,110 | 109,276 CHF | 109,727 CHF | 99.59% | 99.59% |
25/04/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 45,000 | 45,000 | 44,910 | 44,910 | 110,957 CHF | 111,406 CHF | 99.98% | 99.98% |
24/04/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 46,000 | 46,000 | 45,196 | 45,196 | 109,767 CHF | 110,219 CHF | 99.90% | 99.90% |