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 | 0.33% | 3.06 CHF | 3.07 CHF | 55,000 | 55,000 | 54,717 | 54,717 | 167,992 CHF | 168,539 CHF | 98.93% | 98.93% |
07/05/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 55,000 | 55,000 | 54,977 | 54,977 | 164,607 CHF | 165,157 CHF | 99.88% | 99.88% |
06/05/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 55,000 | 55,000 | 55,036 | 55,036 | 164,490 CHF | 165,040 CHF | 100.00% | 100.00% |
03/05/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 55,000 | 55,000 | 55,856 | 55,856 | 162,862 CHF | 163,421 CHF | 99.98% | 99.98% |
02/05/2024 | 0.34% | 2.86 CHF | 2.87 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 162,104 CHF | 162,664 CHF | 98.15% | 98.15% |
30/04/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 56,000 | 56,000 | 55,949 | 55,949 | 161,487 CHF | 162,047 CHF | 99.99% | 99.99% |
29/04/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 55,000 | 55,000 | 55,018 | 55,018 | 163,735 CHF | 164,285 CHF | 100.00% | 100.00% |
26/04/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 56,000 | 56,000 | 55,995 | 55,995 | 163,368 CHF | 163,928 CHF | 99.41% | 99.41% |
25/04/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 56,000 | 56,000 | 55,327 | 55,327 | 164,381 CHF | 164,934 CHF | 99.67% | 99.67% |
24/04/2024 | 0.32% | 3.04 CHF | 3.05 CHF | 55,000 | 55,000 | 54,592 | 54,592 | 168,489 CHF | 169,035 CHF | 99.31% | 99.31% |