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 | 0.28% | 3.62 CHF | 3.63 CHF | 79,100 | 79,100 | 75,391 | 75,391 | 270,101 CHF | 270,855 CHF | 99.99% | 99.99% |
30/04/2024 | 0.28% | 3.79 CHF | 3.80 CHF | 78,400 | 78,400 | 78,482 | 78,482 | 284,607 CHF | 285,392 CHF | 99.77% | 99.77% |
29/04/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 78,600 | 78,600 | 78,719 | 78,719 | 281,375 CHF | 282,162 CHF | 99.82% | 99.82% |
26/04/2024 | 0.28% | 3.69 CHF | 3.70 CHF | 78,800 | 78,800 | 78,256 | 78,256 | 280,601 CHF | 281,384 CHF | 99.18% | 99.18% |
25/04/2024 | 0.27% | 3.63 CHF | 3.64 CHF | 77,900 | 77,900 | 77,539 | 77,539 | 281,638 CHF | 282,414 CHF | 99.91% | 99.91% |
24/04/2024 | 0.27% | 3.65 CHF | 3.66 CHF | 77,300 | 77,300 | 78,794 | 78,794 | 286,892 CHF | 287,680 CHF | 99.53% | 99.53% |
23/04/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 79,800 | 79,800 | 79,612 | 79,612 | 281,374 CHF | 282,171 CHF | 99.13% | 99.13% |
22/04/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 79,500 | 79,500 | 80,860 | 80,860 | 285,621 CHF | 286,430 CHF | 99.55% | 99.55% |
19/04/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 81,800 | 81,800 | 81,981 | 81,981 | 280,024 CHF | 280,844 CHF | 99.99% | 99.99% |
18/04/2024 | 0.29% | 3.54 CHF | 3.55 CHF | 82,200 | 82,200 | 81,117 | 81,117 | 279,986 CHF | 280,797 CHF | 99.98% | 99.98% |