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 | 0.46% | 2.17 CHF | 2.18 CHF | 44,000 | 44,000 | 43,993 | 43,993 | 95,228 CHF | 95,668 CHF | 99.09% | 99.09% |
07/05/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 44,000 | 44,000 | 44,225 | 44,225 | 94,260 CHF | 94,703 CHF | 99.88% | 99.88% |
06/05/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 45,000 | 45,000 | 45,098 | 45,098 | 90,750 CHF | 91,201 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 45,000 | 45,000 | 45,123 | 45,123 | 90,220 CHF | 90,672 CHF | 99.98% | 99.98% |
02/05/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 45,000 | 45,000 | 45,597 | 45,597 | 89,399 CHF | 89,855 CHF | 100.00% | 100.00% |
30/04/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 45,000 | 45,000 | 44,978 | 44,978 | 90,279 CHF | 90,729 CHF | 99.98% | 99.98% |
29/04/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 46,000 | 46,000 | 45,035 | 45,035 | 90,020 CHF | 90,470 CHF | 100.00% | 100.00% |
26/04/2024 | 0.50% | 1.91 CHF | 1.92 CHF | 46,000 | 46,000 | 45,110 | 45,110 | 90,560 CHF | 91,011 CHF | 99.59% | 99.59% |
25/04/2024 | 0.49% | 2.09 CHF | 2.10 CHF | 45,000 | 45,000 | 44,910 | 44,910 | 92,326 CHF | 92,775 CHF | 99.98% | 99.98% |
24/04/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 46,000 | 46,000 | 45,196 | 45,196 | 91,061 CHF | 91,513 CHF | 99.91% | 99.91% |