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 | 0.18% | 5.56 CHF | 5.57 CHF | 80,000 | 80,000 | 79,549 | 79,549 | 440,384 CHF | 441,184 CHF | 99.67% | 99.67% |
07/05/2024 | 0.18% | 5.65 CHF | 5.66 CHF | 80,000 | 80,000 | 79,961 | 79,961 | 444,649 CHF | 445,449 CHF | 99.75% | 99.75% |
06/05/2024 | 0.19% | 5.28 CHF | 5.29 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 416,282 CHF | 417,082 CHF | 100.00% | 100.00% |
03/05/2024 | 0.21% | 4.85 CHF | 4.86 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 382,424 CHF | 383,224 CHF | 99.28% | 99.28% |
02/05/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 398,460 CHF | 399,360 CHF | 99.40% | 99.40% |
30/04/2024 | 0.20% | 4.77 CHF | 4.78 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 398,207 CHF | 399,007 CHF | 99.50% | 99.50% |
29/04/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 90,000 | 90,000 | 89,984 | 89,984 | 453,257 CHF | 454,157 CHF | 99.74% | 99.74% |
26/04/2024 | 0.21% | 4.93 CHF | 4.94 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 437,357 CHF | 438,257 CHF | 99.57% | 99.57% |
25/04/2024 | 0.23% | 4.22 CHF | 4.23 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 394,753 CHF | 395,653 CHF | 99.95% | 99.95% |
24/04/2024 | 0.21% | 4.65 CHF | 4.66 CHF | 90,000 | 90,000 | 89,998 | 89,998 | 432,831 CHF | 433,731 CHF | 99.84% | 99.84% |