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 | 0.31% | 3.31 CHF | 3.32 CHF | 9,500 | 9,500 | 9,397 | 9,397 | 30,897 CHF | 30,991 CHF | 99.51% | 99.51% |
26/04/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 9,500 | 9,500 | 9,517 | 9,517 | 30,346 CHF | 30,441 CHF | 99.16% | 99.16% |
25/04/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 10,000 | 10,000 | 9,896 | 9,896 | 30,116 CHF | 30,215 CHF | 98.27% | 98.27% |
24/04/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 9,500 | 9,500 | 9,410 | 9,410 | 29,953 CHF | 30,048 CHF | 99.60% | 99.60% |
23/04/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 9,500 | 9,500 | 9,427 | 9,427 | 29,792 CHF | 29,887 CHF | 99.47% | 99.47% |
22/04/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 9,500 | 9,500 | 9,458 | 9,458 | 29,177 CHF | 29,272 CHF | 99.56% | 99.56% |
19/04/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 9,500 | 9,500 | 9,749 | 9,749 | 29,445 CHF | 29,543 CHF | 98.24% | 98.24% |
18/04/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 9,500 | 9,500 | 9,410 | 9,410 | 29,499 CHF | 29,593 CHF | 99.59% | 99.59% |
17/04/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 9,500 | 9,500 | 9,285 | 9,285 | 29,515 CHF | 29,608 CHF | 96.44% | 96.44% |
16/04/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 9,500 | 9,500 | 9,295 | 9,295 | 29,658 CHF | 29,751 CHF | 95.40% | 95.40% |