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 | 0.48% | 2.05 CHF | 2.06 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 72,883 CHF | 73,233 CHF | 99.39% | 99.39% |
07/05/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 76,842 CHF | 77,192 CHF | 99.24% | 99.24% |
06/05/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 72,311 CHF | 72,661 CHF | 99.23% | 99.23% |
03/05/2024 | 0.51% | 2.04 CHF | 2.05 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 68,511 CHF | 68,861 CHF | 99.38% | 99.38% |
02/05/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 66,803 CHF | 67,153 CHF | 99.38% | 99.38% |
30/04/2024 | 0.51% | 1.89 CHF | 1.90 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 68,307 CHF | 68,657 CHF | 99.43% | 99.43% |
29/04/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 58,961 CHF | 59,311 CHF | 99.30% | 99.30% |
26/04/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 56,890 CHF | 57,240 CHF | 97.24% | 97.24% |
25/04/2024 | 0.64% | 1.50 CHF | 1.51 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 54,458 CHF | 54,808 CHF | 83.16% | 83.16% |
24/04/2024 | 0.63% | 1.51 CHF | 1.52 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 55,335 CHF | 55,685 CHF | 99.39% | 99.39% |