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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.23% | 4.48 CHF | 4.49 CHF | 54,000 | 54,000 | 53,434 | 53,434 | 237,169 CHF | 237,704 CHF | 99.74% | 99.74% |
06/05/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 54,500 | 54,500 | 53,882 | 53,882 | 233,733 CHF | 234,272 CHF | 96.55% | 98.56% |
03/05/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 55,000 | 55,000 | 54,861 | 54,861 | 233,369 CHF | 233,917 CHF | 97.60% | 97.60% |
02/05/2024 | 0.23% | 4.25 CHF | 4.26 CHF | 55,000 | 55,000 | 54,780 | 54,780 | 234,602 CHF | 235,150 CHF | 99.04% | 99.04% |
30/04/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 55,000 | 55,000 | 54,593 | 54,593 | 236,028 CHF | 236,574 CHF | 99.05% | 99.05% |
29/04/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 54,500 | 54,500 | 54,196 | 54,196 | 233,750 CHF | 234,293 CHF | 99.63% | 99.63% |
26/04/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 55,500 | 55,500 | 55,168 | 55,168 | 233,928 CHF | 234,480 CHF | 99.39% | 99.39% |
25/04/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 55,000 | 55,000 | 54,406 | 54,406 | 234,763 CHF | 235,308 CHF | 99.36% | 99.36% |
24/04/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 54,500 | 54,500 | 53,494 | 53,494 | 237,953 CHF | 238,488 CHF | 99.56% | 99.56% |
23/04/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 53,500 | 53,500 | 52,940 | 52,940 | 238,417 CHF | 238,947 CHF | 99.39% | 99.39% |