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 | 0.21% | 4.90 CHF | 4.91 CHF | 50,500 | 50,500 | 50,961 | 50,961 | 248,198 CHF | 248,708 CHF | 99.45% | 99.45% |
07/05/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 51,500 | 51,500 | 51,435 | 51,435 | 246,057 CHF | 246,572 CHF | 99.66% | 99.66% |
06/05/2024 | 0.22% | 4.70 CHF | 4.71 CHF | 53,000 | 53,000 | 52,426 | 52,426 | 245,518 CHF | 246,043 CHF | 94.92% | 98.47% |
03/05/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 54,500 | 54,500 | 53,871 | 53,871 | 247,694 CHF | 248,233 CHF | 96.96% | 97.62% |
02/05/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 54,000 | 54,000 | 53,490 | 53,490 | 247,485 CHF | 248,020 CHF | 99.22% | 99.22% |
30/04/2024 | 0.22% | 4.66 CHF | 4.67 CHF | 53,500 | 53,500 | 53,000 | 53,000 | 247,355 CHF | 247,886 CHF | 97.37% | 97.37% |
29/04/2024 | 0.22% | 4.68 CHF | 4.69 CHF | 53,000 | 53,000 | 52,694 | 52,694 | 245,422 CHF | 245,950 CHF | 99.68% | 99.68% |
26/04/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 54,000 | 54,000 | 54,113 | 54,113 | 248,073 CHF | 248,614 CHF | 99.20% | 99.20% |
25/04/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 53,500 | 53,500 | 52,742 | 52,742 | 245,724 CHF | 246,252 CHF | 98.72% | 98.72% |
24/04/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 52,500 | 52,500 | 51,195 | 51,195 | 245,317 CHF | 245,829 CHF | 99.40% | 99.40% |