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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 9,500 | 9,500 | 9,474 | 9,474 | 37,497 CHF | 37,591 CHF | 98.67% | 98.67% |
30/04/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 9,500 | 9,500 | 9,444 | 9,444 | 38,364 CHF | 38,458 CHF | 99.26% | 99.26% |
29/04/2024 | 0.25% | 4.11 CHF | 4.12 CHF | 9,500 | 9,500 | 9,398 | 9,398 | 38,394 CHF | 38,488 CHF | 99.62% | 99.62% |
26/04/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 9,500 | 9,500 | 9,519 | 9,519 | 37,942 CHF | 38,037 CHF | 99.19% | 99.19% |
25/04/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 10,000 | 10,000 | 9,899 | 9,899 | 38,011 CHF | 38,110 CHF | 98.31% | 98.31% |
24/04/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 9,500 | 9,500 | 9,395 | 9,395 | 37,385 CHF | 37,479 CHF | 99.43% | 99.43% |
23/04/2024 | 0.26% | 3.96 CHF | 3.97 CHF | 9,500 | 9,500 | 9,423 | 9,423 | 37,279 CHF | 37,374 CHF | 99.07% | 99.07% |
22/04/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 9,500 | 9,500 | 9,451 | 9,451 | 36,679 CHF | 36,774 CHF | 98.58% | 98.58% |
19/04/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 9,500 | 9,500 | 9,749 | 9,749 | 37,202 CHF | 37,300 CHF | 97.55% | 97.55% |
18/04/2024 | 0.26% | 3.94 CHF | 3.95 CHF | 9,500 | 9,500 | 9,398 | 9,398 | 36,943 CHF | 37,037 CHF | 98.76% | 98.76% |