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 | 0.40% | 32.74 CHF | 32.87 CHF | 3,000 | 3,000 | 3,024 | 3,024 | 99,151 CHF | 99,548 CHF | 98.26% | 98.26% |
07/05/2024 | 0.41% | 31.94 CHF | 32.07 CHF | 3,100 | 3,100 | 3,115 | 3,115 | 99,055 CHF | 99,464 CHF | 99.58% | 99.58% |
06/05/2024 | 0.62% | 32.20 CHF | 32.40 CHF | 3,100 | 3,100 | 3,100 | 3,100 | 99,163 CHF | 99,783 CHF | 100.00% | 100.00% |
03/05/2024 | 0.62% | 31.80 CHF | 32.00 CHF | 3,100 | 3,100 | 3,100 | 3,100 | 99,139 CHF | 99,759 CHF | 99.99% | 99.99% |
02/05/2024 | 0.63% | 31.70 CHF | 31.90 CHF | 3,100 | 3,100 | 3,103 | 3,103 | 98,621 CHF | 99,242 CHF | 100.00% | 100.00% |
30/04/2024 | 0.62% | 32.20 CHF | 32.40 CHF | 3,100 | 3,100 | 3,098 | 3,098 | 99,781 CHF | 100,400 CHF | 100.00% | 100.00% |
29/04/2024 | 0.62% | 32.10 CHF | 32.30 CHF | 3,100 | 3,100 | 3,100 | 3,100 | 99,203 CHF | 99,823 CHF | 100.00% | 100.00% |
26/04/2024 | 0.63% | 31.60 CHF | 31.80 CHF | 3,100 | 3,100 | 3,116 | 3,116 | 98,613 CHF | 99,236 CHF | 99.69% | 99.69% |
25/04/2024 | 0.64% | 30.90 CHF | 31.10 CHF | 3,200 | 3,200 | 3,200 | 3,200 | 99,606 CHF | 100,246 CHF | 99.99% | 99.99% |
24/04/2024 | 0.64% | 31.20 CHF | 31.40 CHF | 3,200 | 3,200 | 3,198 | 3,198 | 100,312 CHF | 100,951 CHF | 99.94% | 99.94% |