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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.26% | 3.93 CHF | 3.94 CHF | 25,000 | 25,000 | 24,766 | 24,766 | 97,710 CHF | 97,958 CHF | 100.00% | 100.00% |
10/05/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 25,000 | 25,000 | 25,348 | 25,348 | 97,265 CHF | 97,519 CHF | 99.28% | 99.28% |
08/05/2024 | 0.26% | 3.78 CHF | 3.79 CHF | 26,000 | 26,000 | 25,902 | 25,902 | 98,499 CHF | 98,758 CHF | 91.96% | 91.96% |
07/05/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 25,000 | 25,000 | 24,764 | 24,764 | 97,445 CHF | 97,693 CHF | 94.16% | 94.16% |
06/05/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 28,000 | 28,000 | 27,716 | 27,716 | 96,190 CHF | 96,468 CHF | 98.37% | 98.37% |
03/05/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 29,000 | 29,000 | 28,880 | 28,880 | 98,424 CHF | 98,713 CHF | 96.89% | 97.56% |
02/05/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 29,000 | 29,000 | 28,905 | 28,905 | 97,651 CHF | 97,940 CHF | 99.11% | 99.11% |
30/04/2024 | 0.29% | 3.37 CHF | 3.38 CHF | 29,000 | 29,000 | 28,840 | 28,840 | 98,332 CHF | 98,620 CHF | 99.03% | 99.03% |
29/04/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 29,000 | 29,000 | 28,502 | 28,502 | 97,847 CHF | 98,133 CHF | 99.68% | 99.68% |
26/04/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 29,000 | 29,000 | 28,900 | 28,900 | 98,345 CHF | 98,634 CHF | 98.71% | 98.71% |