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 | 0.57% | 1.71 CHF | 1.72 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 60,891 CHF | 61,241 CHF | 99.39% | 99.39% |
07/05/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 64,853 CHF | 65,203 CHF | 99.25% | 99.25% |
06/05/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 60,506 CHF | 60,856 CHF | 99.22% | 99.22% |
03/05/2024 | 0.62% | 1.71 CHF | 1.72 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 56,723 CHF | 57,073 CHF | 99.39% | 99.39% |
02/05/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 54,999 CHF | 55,349 CHF | 99.39% | 99.39% |
30/04/2024 | 0.62% | 1.55 CHF | 1.56 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 56,473 CHF | 56,823 CHF | 99.43% | 99.43% |
29/04/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 47,139 CHF | 47,489 CHF | 99.30% | 99.30% |
26/04/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 45,066 CHF | 45,416 CHF | 97.24% | 97.24% |
25/04/2024 | 0.82% | 1.17 CHF | 1.18 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 42,636 CHF | 42,986 CHF | 83.16% | 83.16% |
24/04/2024 | 0.80% | 1.17 CHF | 1.18 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 43,534 CHF | 43,884 CHF | 99.39% | 99.39% |