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 | 0.22% | 4.57 CHF | 4.58 CHF | 76,000 | 76,000 | 76,000 | 76,000 | 349,195 CHF | 349,955 CHF | 99.09% | 99.09% |
07/05/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 76,000 | 76,000 | 73,568 | 73,568 | 350,298 CHF | 351,034 CHF | 99.94% | 99.94% |
06/05/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 334,111 CHF | 334,911 CHF | 100.00% | 100.00% |
03/05/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 80,000 | 80,000 | 80,039 | 80,039 | 327,980 CHF | 328,780 CHF | 99.98% | 99.98% |
02/05/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 84,000 | 84,000 | 83,485 | 83,485 | 339,023 CHF | 339,857 CHF | 100.00% | 100.00% |
30/04/2024 | 0.24% | 4.05 CHF | 4.06 CHF | 84,000 | 84,000 | 80,753 | 80,753 | 330,967 CHF | 331,776 CHF | 99.98% | 99.98% |
29/04/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 330,600 CHF | 331,400 CHF | 100.00% | 100.00% |
26/04/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 327,690 CHF | 328,490 CHF | 99.59% | 99.59% |
25/04/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 330,747 CHF | 331,547 CHF | 99.95% | 99.95% |
24/04/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 80,000 | 80,000 | 79,433 | 79,433 | 332,067 CHF | 332,861 CHF | 99.92% | 99.92% |