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% | 3.53 CHF | 3.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 353,301 CHF | 354,301 CHF | 99.48% | 99.48% |
30/04/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 362,958 CHF | 363,958 CHF | 99.20% | 99.20% |
29/04/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 372,053 CHF | 373,053 CHF | 99.99% | 99.99% |
26/04/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 366,706 CHF | 367,706 CHF | 95.39% | 95.39% |
25/04/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 358,548 CHF | 359,548 CHF | 96.48% | 96.48% |
24/04/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 375,693 CHF | 376,693 CHF | 90.55% | 90.55% |
23/04/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 363,572 CHF | 364,572 CHF | 95.72% | 95.72% |
22/04/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 347,479 CHF | 348,479 CHF | 99.93% | 99.93% |
19/04/2024 | 0.30% | 3.42 CHF | 3.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 337,899 CHF | 338,899 CHF | 99.61% | 99.61% |
18/04/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 344,543 CHF | 345,543 CHF | 99.05% | 99.05% |