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 | 0.28% | 3.61 CHF | 3.62 CHF | 53,500 | 53,500 | 53,349 | 53,349 | 191,188 CHF | 191,721 CHF | 99.37% | 99.37% |
07/05/2024 | 0.29% | 3.54 CHF | 3.55 CHF | 54,000 | 54,000 | 53,437 | 53,437 | 186,916 CHF | 187,451 CHF | 99.61% | 99.61% |
06/05/2024 | 0.30% | 3.42 CHF | 3.43 CHF | 54,500 | 54,500 | 53,940 | 53,940 | 183,280 CHF | 183,820 CHF | 94.43% | 97.98% |
03/05/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 55,000 | 55,000 | 54,855 | 54,855 | 181,704 CHF | 182,253 CHF | 96.61% | 97.28% |
02/05/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 55,000 | 55,000 | 54,755 | 54,755 | 183,024 CHF | 183,572 CHF | 99.09% | 99.09% |
30/04/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 55,000 | 55,000 | 54,529 | 54,529 | 184,490 CHF | 185,036 CHF | 99.25% | 99.25% |
29/04/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 54,500 | 54,500 | 54,178 | 54,178 | 182,744 CHF | 183,286 CHF | 99.65% | 99.65% |
26/04/2024 | 0.31% | 3.31 CHF | 3.32 CHF | 55,500 | 55,500 | 54,796 | 54,796 | 180,845 CHF | 181,393 CHF | 100.00% | 100.00% |
25/04/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 55,000 | 55,000 | 54,394 | 54,394 | 183,581 CHF | 184,125 CHF | 99.25% | 99.25% |
24/04/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 54,500 | 54,500 | 53,418 | 53,418 | 187,400 CHF | 187,935 CHF | 99.59% | 99.59% |