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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.47% | 4.62 CHF | 4.63 CHF | 11,500 | 11,500 | 6,282 | 6,282 | 30,409 CHF | 30,534 CHF | 100.00% | 100.00% |
08/05/2024 | 0.55% | 4.38 CHF | 4.39 CHF | 12,100 | 12,100 | 6,663 | 6,663 | 28,751 CHF | 28,886 CHF | 97.88% | 97.88% |
07/05/2024 | 0.56% | 4.27 CHF | 4.28 CHF | 12,200 | 12,200 | 6,768 | 6,768 | 28,358 CHF | 28,492 CHF | 98.10% | 98.10% |
06/05/2024 | 0.55% | 4.26 CHF | 4.27 CHF | 12,600 | 12,600 | 6,978 | 6,978 | 29,755 CHF | 29,894 CHF | 100.00% | 100.00% |
03/05/2024 | 0.57% | 3.96 CHF | 3.97 CHF | 12,400 | 12,400 | 6,797 | 6,797 | 27,724 CHF | 27,859 CHF | 99.77% | 99.77% |
02/05/2024 | 0.97% | 4.12 CHF | 4.13 CHF | 12,900 | 12,900 | 4,811 | 4,811 | 19,238 CHF | 19,357 CHF | 99.48% | 99.48% |
30/04/2024 | 0.49% | 4.50 CHF | 4.51 CHF | 10,700 | 10,700 | 5,931 | 5,931 | 27,735 CHF | 27,853 CHF | 98.99% | 98.99% |
29/04/2024 | 0.48% | 5.05 CHF | 5.06 CHF | 11,100 | 11,100 | 6,191 | 6,191 | 30,225 CHF | 30,348 CHF | 98.02% | 98.02% |
26/04/2024 | 0.46% | 4.78 CHF | 4.79 CHF | 11,100 | 11,100 | 6,165 | 6,165 | 30,602 CHF | 30,725 CHF | 99.33% | 99.33% |
25/04/2024 | 0.54% | 4.43 CHF | 4.44 CHF | 12,200 | 12,200 | 6,660 | 6,660 | 28,949 CHF | 29,082 CHF | 99.97% | 99.97% |