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 | 0.75% | 4.11 CHF | 4.14 CHF | 18,500 | 18,500 | 18,500 | 18,500 | 74,136 CHF | 74,691 CHF | 99.25% | 99.25% |
07/05/2024 | 0.78% | 4.06 CHF | 4.09 CHF | 19,400 | 19,400 | 19,398 | 19,398 | 74,700 CHF | 75,282 CHF | 95.46% | 95.46% |
06/05/2024 | 0.77% | 3.82 CHF | 3.85 CHF | 19,500 | 19,500 | 19,500 | 19,500 | 75,985 CHF | 76,570 CHF | 98.43% | 98.43% |
03/05/2024 | 0.81% | 3.71 CHF | 3.74 CHF | 23,300 | 23,300 | 23,303 | 23,303 | 85,695 CHF | 86,394 CHF | 99.91% | 99.91% |
02/05/2024 | 0.94% | 3.08 CHF | 3.11 CHF | 24,200 | 24,200 | 24,197 | 24,197 | 76,818 CHF | 77,544 CHF | 99.98% | 99.98% |
30/04/2024 | 0.91% | 3.06 CHF | 3.09 CHF | 21,800 | 21,800 | 21,792 | 21,792 | 71,410 CHF | 72,064 CHF | 99.98% | 99.98% |
29/04/2024 | 0.85% | 3.37 CHF | 3.40 CHF | 21,600 | 21,600 | 21,224 | 21,224 | 74,632 CHF | 75,269 CHF | 99.98% | 99.98% |
26/04/2024 | 0.91% | 3.51 CHF | 3.54 CHF | 23,400 | 23,400 | 23,898 | 23,898 | 78,828 CHF | 79,545 CHF | 98.61% | 98.61% |
25/04/2024 | 1.00% | 3.10 CHF | 3.13 CHF | 22,100 | 22,100 | 22,179 | 22,179 | 66,407 CHF | 67,073 CHF | 99.94% | 99.94% |
24/04/2024 | 0.85% | 3.40 CHF | 3.43 CHF | 21,900 | 21,900 | 21,567 | 21,567 | 76,186 CHF | 76,833 CHF | 99.70% | 99.70% |