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 | 0.23% | 4.43 CHF | 4.44 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 647,954 CHF | 649,454 CHF | 99.99% | 99.99% |
30/04/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 150,000 | 150,000 | 149,860 | 149,859 | 663,536 CHF | 665,032 CHF | 99.99% | 99.99% |
29/04/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 150,000 | 150,000 | 149,978 | 149,978 | 713,058 CHF | 714,558 CHF | 100.00% | 100.00% |
26/04/2024 | 0.20% | 4.74 CHF | 4.75 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 733,706 CHF | 735,206 CHF | 99.54% | 99.54% |
25/04/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 720,136 CHF | 721,636 CHF | 99.88% | 99.88% |
24/04/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 150,000 | 150,000 | 149,965 | 149,965 | 709,224 CHF | 710,724 CHF | 100.00% | 100.00% |
23/04/2024 | 0.22% | 4.71 CHF | 4.72 CHF | 150,000 | 150,000 | 149,970 | 149,970 | 691,210 CHF | 692,713 CHF | 99.98% | 99.98% |
22/04/2024 | 0.20% | 4.77 CHF | 4.78 CHF | 150,000 | 150,000 | 150,000 | 149,998 | 736,177 CHF | 737,667 CHF | 100.00% | 100.00% |
19/04/2024 | 0.19% | 5.35 CHF | 5.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 784,232 CHF | 785,732 CHF | 99.96% | 99.96% |
18/04/2024 | 0.19% | 5.28 CHF | 5.29 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 792,326 CHF | 793,826 CHF | 99.95% | 99.95% |