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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 1.81% | 20.22 CHF | 20.56 CHF | 7,968 | 2,000 | 8,028 | 2,000 | 149,660 CHF | 37,970 CHF | 98.92% | 98.92% |
06/05/2024 | 1.70% | 18.24 CHF | 18.54 CHF | 8,895 | 2,000 | 8,913 | 2,000 | 157,201 CHF | 35,882 CHF | 100.00% | 100.00% |
03/05/2024 | 1.89% | 16.56 CHF | 16.88 CHF | 8,827 | 2,000 | 8,863 | 2,000 | 143,250 CHF | 32,947 CHF | 98.18% | 98.18% |
02/05/2024 | 1.79% | 16.84 CHF | 17.14 CHF | 9,255 | 2,500 | 9,272 | 2,500 | 151,194 CHF | 41,507 CHF | 98.91% | 98.91% |
30/04/2024 | 1.84% | 16.68 CHF | 17.00 CHF | 8,321 | 2,000 | 8,238 | 2,000 | 147,509 CHF | 36,481 CHF | 99.85% | 99.85% |
29/04/2024 | 1.70% | 18.18 CHF | 18.48 CHF | 8,929 | 2,500 | 8,958 | 2,500 | 159,584 CHF | 45,302 CHF | 99.97% | 99.97% |
26/04/2024 | 1.70% | 17.08 CHF | 17.36 CHF | 9,924 | 2,500 | 9,941 | 2,500 | 161,512 CHF | 41,315 CHF | 99.32% | 99.32% |
25/04/2024 | 1.81% | 15.02 CHF | 15.30 CHF | 9,907 | 2,500 | 9,903 | 2,500 | 149,654 CHF | 38,478 CHF | 99.03% | 99.03% |
24/04/2024 | 1.63% | 15.38 CHF | 15.64 CHF | 10,000 | 2,500 | 9,998 | 2,500 | 163,435 CHF | 41,542 CHF | 99.95% | 99.95% |
23/04/2024 | 1.68% | 14.82 CHF | 15.07 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 144,681 CHF | 36,784 CHF | 99.93% | 99.93% |