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 | 0.36% | 2.71 CHF | 2.72 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 259,831 CHF | 260,781 CHF | 99.08% | 99.08% |
07/05/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 95,000 | 95,000 | 91,957 | 91,957 | 263,745 CHF | 264,664 CHF | 99.85% | 99.85% |
06/05/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 240,597 CHF | 241,597 CHF | 100.00% | 100.00% |
03/05/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 100,000 | 100,000 | 100,047 | 100,047 | 234,202 CHF | 235,202 CHF | 99.98% | 99.98% |
02/05/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 105,000 | 105,000 | 104,356 | 104,356 | 241,244 CHF | 242,288 CHF | 100.00% | 100.00% |
30/04/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 105,000 | 105,000 | 100,944 | 100,944 | 236,633 CHF | 237,643 CHF | 100.00% | 100.00% |
29/04/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 236,965 CHF | 237,965 CHF | 100.00% | 100.00% |
26/04/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 234,084 CHF | 235,084 CHF | 99.59% | 99.59% |
25/04/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 237,072 CHF | 238,072 CHF | 99.98% | 99.98% |
24/04/2024 | 0.41% | 2.35 CHF | 2.36 CHF | 100,000 | 100,000 | 99,283 | 99,283 | 239,028 CHF | 240,021 CHF | 99.91% | 99.91% |