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% | 2.40 CHF | 2.41 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 84,851 CHF | 85,201 CHF | 99.39% | 99.39% |
07/05/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 88,822 CHF | 89,172 CHF | 99.24% | 99.24% |
06/05/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 84,429 CHF | 84,779 CHF | 99.22% | 99.22% |
03/05/2024 | 0.43% | 2.39 CHF | 2.40 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 80,633 CHF | 80,983 CHF | 99.38% | 99.38% |
02/05/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 78,921 CHF | 79,271 CHF | 99.39% | 99.39% |
30/04/2024 | 0.43% | 2.24 CHF | 2.25 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 80,444 CHF | 80,794 CHF | 99.44% | 99.44% |
29/04/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 71,082 CHF | 71,432 CHF | 99.28% | 99.28% |
26/04/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 69,041 CHF | 69,391 CHF | 97.25% | 97.25% |
25/04/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 66,357 CHF | 66,707 CHF | 98.56% | 98.56% |
24/04/2024 | 0.52% | 1.85 CHF | 1.86 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 67,425 CHF | 67,775 CHF | 99.39% | 99.39% |