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 | 0.47% | 4.32 CHF | 4.34 CHF | 55,800 | 55,800 | 52,569 | 52,569 | 224,676 CHF | 225,727 CHF | 99.98% | 99.98% |
30/04/2024 | 0.46% | 4.58 CHF | 4.60 CHF | 55,100 | 55,100 | 55,192 | 55,192 | 239,796 CHF | 240,900 CHF | 99.77% | 99.77% |
29/04/2024 | 0.47% | 4.20 CHF | 4.22 CHF | 55,300 | 55,300 | 55,360 | 55,360 | 236,346 CHF | 237,454 CHF | 99.82% | 99.82% |
26/04/2024 | 0.47% | 4.43 CHF | 4.45 CHF | 55,400 | 55,400 | 54,977 | 54,977 | 235,630 CHF | 236,729 CHF | 99.34% | 99.34% |
25/04/2024 | 0.46% | 4.35 CHF | 4.37 CHF | 54,700 | 54,700 | 54,399 | 54,399 | 236,794 CHF | 237,882 CHF | 99.90% | 99.90% |
24/04/2024 | 0.46% | 4.37 CHF | 4.39 CHF | 54,200 | 54,200 | 55,457 | 55,457 | 242,176 CHF | 243,285 CHF | 99.54% | 99.54% |
23/04/2024 | 0.47% | 4.19 CHF | 4.21 CHF | 56,300 | 56,300 | 56,114 | 56,114 | 236,432 CHF | 237,554 CHF | 99.15% | 99.15% |
22/04/2024 | 0.47% | 4.24 CHF | 4.26 CHF | 56,000 | 56,000 | 57,184 | 57,184 | 240,803 CHF | 241,947 CHF | 99.55% | 99.55% |
19/04/2024 | 0.49% | 4.07 CHF | 4.09 CHF | 58,000 | 58,000 | 58,181 | 58,181 | 235,310 CHF | 236,474 CHF | 99.99% | 99.99% |
18/04/2024 | 0.49% | 4.22 CHF | 4.24 CHF | 58,300 | 58,300 | 57,398 | 57,398 | 235,125 CHF | 236,272 CHF | 99.99% | 99.99% |