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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 24,000 | 24,000 | 24,599 | 24,599 | 97,348 CHF | 97,594 CHF | 99.40% | 99.40% |
08/05/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 25,000 | 25,000 | 24,945 | 24,945 | 97,856 CHF | 98,106 CHF | 91.96% | 91.96% |
07/05/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 24,000 | 24,000 | 23,786 | 23,786 | 96,453 CHF | 96,691 CHF | 94.27% | 94.27% |
06/05/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 27,000 | 27,000 | 26,815 | 26,815 | 96,281 CHF | 96,550 CHF | 98.43% | 98.43% |
03/05/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 28,000 | 28,000 | 27,876 | 27,876 | 98,347 CHF | 98,626 CHF | 97.08% | 97.76% |
02/05/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 28,000 | 28,000 | 27,861 | 27,861 | 97,468 CHF | 97,747 CHF | 99.30% | 99.30% |
30/04/2024 | 0.28% | 3.49 CHF | 3.50 CHF | 28,000 | 28,000 | 27,841 | 27,841 | 98,264 CHF | 98,542 CHF | 99.06% | 99.06% |
29/04/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 28,000 | 28,000 | 27,661 | 27,661 | 98,282 CHF | 98,558 CHF | 99.61% | 99.61% |
26/04/2024 | 0.28% | 3.53 CHF | 3.54 CHF | 28,000 | 28,000 | 27,914 | 27,914 | 98,339 CHF | 98,618 CHF | 98.68% | 98.68% |
25/04/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 28,000 | 28,000 | 27,420 | 27,420 | 97,382 CHF | 97,656 CHF | 99.30% | 99.30% |