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 | 0.20% | 4.86 CHF | 4.87 CHF | 76,000 | 76,000 | 76,000 | 76,000 | 371,622 CHF | 372,382 CHF | 99.09% | 99.09% |
07/05/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 76,000 | 76,000 | 73,565 | 73,565 | 371,987 CHF | 372,722 CHF | 99.94% | 99.94% |
06/05/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 357,719 CHF | 358,519 CHF | 100.00% | 100.00% |
03/05/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 80,000 | 80,000 | 80,038 | 80,038 | 351,397 CHF | 352,197 CHF | 99.93% | 99.93% |
02/05/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 84,000 | 84,000 | 83,485 | 83,485 | 363,449 CHF | 364,284 CHF | 99.99% | 99.99% |
30/04/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 84,000 | 84,000 | 80,754 | 80,754 | 354,809 CHF | 355,617 CHF | 100.00% | 100.00% |
29/04/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 354,226 CHF | 355,026 CHF | 100.00% | 100.00% |
26/04/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 351,078 CHF | 351,878 CHF | 99.59% | 99.59% |
25/04/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 354,126 CHF | 354,926 CHF | 99.97% | 99.97% |
24/04/2024 | 0.22% | 4.40 CHF | 4.41 CHF | 80,000 | 80,000 | 79,432 | 79,432 | 355,503 CHF | 356,297 CHF | 99.91% | 99.91% |