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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/04/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 9,500 | 9,500 | 9,398 | 9,398 | 33,454 CHF | 33,548 CHF | 99.61% | 99.61% |
26/04/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 9,500 | 9,500 | 9,476 | 9,476 | 32,795 CHF | 32,890 CHF | 99.51% | 99.51% |
25/04/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 10,000 | 10,000 | 9,896 | 9,896 | 32,812 CHF | 32,911 CHF | 98.07% | 98.07% |
24/04/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 9,500 | 9,500 | 9,407 | 9,407 | 32,489 CHF | 32,583 CHF | 99.38% | 99.38% |
23/04/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 9,500 | 9,500 | 9,429 | 9,429 | 32,355 CHF | 32,450 CHF | 99.45% | 99.45% |
22/04/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 9,500 | 9,500 | 9,467 | 9,467 | 31,769 CHF | 31,864 CHF | 98.47% | 98.47% |
19/04/2024 | 0.31% | 3.35 CHF | 3.36 CHF | 9,500 | 9,500 | 9,753 | 9,753 | 32,101 CHF | 32,198 CHF | 98.14% | 98.14% |
18/04/2024 | 0.30% | 3.42 CHF | 3.43 CHF | 9,500 | 9,500 | 9,410 | 9,410 | 32,048 CHF | 32,142 CHF | 99.23% | 99.23% |
17/04/2024 | 0.30% | 3.46 CHF | 3.47 CHF | 9,500 | 9,500 | 9,302 | 9,302 | 32,098 CHF | 32,191 CHF | 97.40% | 97.40% |
16/04/2024 | 0.30% | 3.44 CHF | 3.45 CHF | 9,500 | 9,500 | 9,286 | 9,286 | 32,139 CHF | 32,232 CHF | 94.65% | 94.65% |