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 | 0.32% | 3.09 CHF | 3.10 CHF | 95,000 | 95,000 | 91,946 | 91,946 | 285,882 CHF | 286,802 CHF | 99.94% | 99.94% |
06/05/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 264,128 CHF | 265,128 CHF | 100.00% | 100.00% |
03/05/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 100,000 | 100,000 | 100,048 | 100,048 | 257,755 CHF | 258,755 CHF | 99.98% | 99.98% |
02/05/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 105,000 | 105,000 | 104,358 | 104,358 | 265,985 CHF | 267,028 CHF | 100.00% | 100.00% |
30/04/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 105,000 | 105,000 | 100,944 | 100,944 | 260,309 CHF | 261,320 CHF | 100.00% | 100.00% |
29/04/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 260,584 CHF | 261,584 CHF | 100.00% | 100.00% |
26/04/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 257,723 CHF | 258,723 CHF | 99.58% | 99.58% |
25/04/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 260,749 CHF | 261,749 CHF | 99.98% | 99.98% |
24/04/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 100,000 | 100,000 | 99,291 | 99,291 | 262,554 CHF | 263,547 CHF | 99.92% | 99.92% |
23/04/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 95,000 | 95,000 | 95,959 | 95,959 | 261,138 CHF | 262,097 CHF | 100.00% | 100.00% |