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 | 0.27% | 3.81 CHF | 3.82 CHF | 90,000 | 90,000 | 89,494 | 89,494 | 339,140 CHF | 340,040 CHF | 99.67% | 99.67% |
07/05/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 90,000 | 90,000 | 89,956 | 89,956 | 343,615 CHF | 344,515 CHF | 99.75% | 99.75% |
06/05/2024 | 0.29% | 3.56 CHF | 3.57 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 314,006 CHF | 314,906 CHF | 100.00% | 100.00% |
03/05/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 278,967 CHF | 279,867 CHF | 99.52% | 99.52% |
02/05/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 277,605 CHF | 278,605 CHF | 99.49% | 99.49% |
30/04/2024 | 0.30% | 3.09 CHF | 3.10 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 295,865 CHF | 296,765 CHF | 99.52% | 99.52% |
29/04/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 90,000 | 90,000 | 89,986 | 89,986 | 301,656 CHF | 302,556 CHF | 99.69% | 99.69% |
26/04/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 100,000 | 100,000 | 99,985 | 99,985 | 319,389 CHF | 320,389 CHF | 99.67% | 99.67% |
25/04/2024 | 0.36% | 2.63 CHF | 2.64 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 249,530 CHF | 250,430 CHF | 99.99% | 99.99% |
24/04/2024 | 0.32% | 3.01 CHF | 3.02 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 283,769 CHF | 284,669 CHF | 99.85% | 99.85% |