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 | 0.37% | 2.70 CHF | 2.71 CHF | 44,000 | 44,000 | 43,992 | 43,992 | 118,167 CHF | 118,607 CHF | 99.09% | 99.09% |
07/05/2024 | 0.38% | 2.70 CHF | 2.71 CHF | 44,000 | 44,000 | 44,224 | 44,224 | 117,334 CHF | 117,777 CHF | 99.88% | 99.88% |
06/05/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 45,000 | 45,000 | 45,098 | 45,098 | 114,233 CHF | 114,684 CHF | 100.00% | 100.00% |
03/05/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 45,000 | 45,000 | 45,123 | 45,123 | 113,706 CHF | 114,157 CHF | 99.98% | 99.98% |
02/05/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 45,000 | 45,000 | 45,598 | 45,598 | 113,175 CHF | 113,631 CHF | 100.00% | 100.00% |
30/04/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 45,000 | 45,000 | 44,979 | 44,979 | 113,736 CHF | 114,186 CHF | 100.00% | 100.00% |
29/04/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 46,000 | 46,000 | 45,035 | 45,035 | 113,468 CHF | 113,918 CHF | 100.00% | 100.00% |
26/04/2024 | 0.39% | 2.43 CHF | 2.44 CHF | 46,000 | 46,000 | 45,110 | 45,110 | 114,074 CHF | 114,525 CHF | 99.59% | 99.59% |
25/04/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 45,000 | 45,000 | 44,910 | 44,910 | 115,758 CHF | 116,207 CHF | 99.95% | 99.95% |
24/04/2024 | 0.39% | 2.49 CHF | 2.50 CHF | 46,000 | 46,000 | 45,196 | 45,196 | 114,590 CHF | 115,042 CHF | 99.89% | 99.89% |