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 | 0.31% | 3.19 CHF | 3.20 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 304,704 CHF | 305,654 CHF | 99.08% | 99.08% |
07/05/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 95,000 | 95,000 | 91,960 | 91,960 | 307,236 CHF | 308,156 CHF | 99.92% | 99.92% |
06/05/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 287,357 CHF | 288,357 CHF | 100.00% | 100.00% |
03/05/2024 | 0.36% | 2.83 CHF | 2.84 CHF | 100,000 | 100,000 | 100,049 | 100,049 | 281,175 CHF | 282,175 CHF | 99.97% | 99.97% |
02/05/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 105,000 | 105,000 | 104,356 | 104,356 | 290,173 CHF | 291,217 CHF | 100.00% | 100.00% |
30/04/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 105,000 | 105,000 | 100,935 | 100,935 | 283,709 CHF | 284,719 CHF | 100.00% | 100.00% |
29/04/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 283,974 CHF | 284,974 CHF | 100.00% | 100.00% |
26/04/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 280,884 CHF | 281,884 CHF | 99.58% | 99.58% |
25/04/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 283,926 CHF | 284,926 CHF | 99.99% | 99.99% |
24/04/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 100,000 | 100,000 | 99,292 | 99,292 | 285,763 CHF | 286,756 CHF | 99.92% | 99.92% |