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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 190,918 CHF | 191,518 CHF | 100.00% | 100.00% |
08/05/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 184,705 CHF | 185,305 CHF | 100.00% | 100.00% |
07/05/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 180,311 CHF | 180,911 CHF | 99.83% | 99.83% |
06/05/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 177,390 CHF | 177,990 CHF | 99.78% | 99.78% |
03/05/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 174,897 CHF | 175,497 CHF | 99.98% | 99.98% |
02/05/2024 | 0.34% | 2.88 CHF | 2.89 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 173,930 CHF | 174,530 CHF | 100.00% | 100.00% |
30/04/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 175,070 CHF | 175,670 CHF | 100.00% | 100.00% |
29/04/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 175,692 CHF | 176,292 CHF | 99.72% | 99.72% |
26/04/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 173,363 CHF | 173,963 CHF | 100.00% | 100.00% |
25/04/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 174,761 CHF | 175,361 CHF | 84.48% | 84.48% |