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 | 0.27% | 3.69 CHF | 3.70 CHF | 9,500 | 9,500 | 9,469 | 9,469 | 35,096 CHF | 35,191 CHF | 98.60% | 98.60% |
30/04/2024 | 0.26% | 3.76 CHF | 3.77 CHF | 9,500 | 9,500 | 9,447 | 9,447 | 35,995 CHF | 36,089 CHF | 98.58% | 98.58% |
29/04/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 9,500 | 9,500 | 9,398 | 9,398 | 36,026 CHF | 36,120 CHF | 99.42% | 99.42% |
26/04/2024 | 0.27% | 3.80 CHF | 3.81 CHF | 9,500 | 9,500 | 9,522 | 9,522 | 35,560 CHF | 35,655 CHF | 99.10% | 99.10% |
25/04/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 10,000 | 10,000 | 9,892 | 9,892 | 35,513 CHF | 35,612 CHF | 97.06% | 97.06% |
24/04/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 9,500 | 9,500 | 9,398 | 9,398 | 35,038 CHF | 35,132 CHF | 99.53% | 99.53% |
23/04/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 9,500 | 9,500 | 9,410 | 9,410 | 34,892 CHF | 34,987 CHF | 96.24% | 96.24% |
22/04/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 9,500 | 9,500 | 9,458 | 9,458 | 34,330 CHF | 34,425 CHF | 98.49% | 98.49% |
19/04/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 9,500 | 9,500 | 9,756 | 9,756 | 34,772 CHF | 34,869 CHF | 97.82% | 97.82% |
18/04/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 9,500 | 9,500 | 9,394 | 9,394 | 34,560 CHF | 34,654 CHF | 99.20% | 99.20% |