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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 55,000 | 55,000 | 54,717 | 54,717 | 180,746 CHF | 181,294 CHF | 98.93% | 98.93% |
07/05/2024 | 0.31% | 3.31 CHF | 3.32 CHF | 55,000 | 55,000 | 54,971 | 54,971 | 177,330 CHF | 177,880 CHF | 99.88% | 99.88% |
06/05/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 55,000 | 55,000 | 55,036 | 55,036 | 177,271 CHF | 177,821 CHF | 100.00% | 100.00% |
03/05/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 55,000 | 55,000 | 55,856 | 55,856 | 175,871 CHF | 176,429 CHF | 99.98% | 99.98% |
02/05/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 175,078 CHF | 175,638 CHF | 98.18% | 98.18% |
30/04/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 56,000 | 56,000 | 55,951 | 55,951 | 174,494 CHF | 175,054 CHF | 100.00% | 100.00% |
29/04/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 55,000 | 55,000 | 55,018 | 55,018 | 176,492 CHF | 177,042 CHF | 99.99% | 99.99% |
26/04/2024 | 0.32% | 3.18 CHF | 3.19 CHF | 56,000 | 56,000 | 55,995 | 55,995 | 176,317 CHF | 176,877 CHF | 99.42% | 99.42% |
25/04/2024 | 0.31% | 3.15 CHF | 3.16 CHF | 56,000 | 56,000 | 55,327 | 55,327 | 177,205 CHF | 177,758 CHF | 99.69% | 99.69% |
24/04/2024 | 0.30% | 3.27 CHF | 3.28 CHF | 55,000 | 55,000 | 54,591 | 54,591 | 181,138 CHF | 181,684 CHF | 99.30% | 99.30% |