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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 50,000 | 50,000 | 49,526 | 49,526 | 220,232 CHF | 220,728 CHF | 99.14% | 99.14% |
30/04/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 50,000 | 50,000 | 49,592 | 49,592 | 235,108 CHF | 235,605 CHF | 99.75% | 99.75% |
29/04/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 237,447 CHF | 237,943 CHF | 100.00% | 100.00% |
26/04/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 50,000 | 50,000 | 49,538 | 49,538 | 239,525 CHF | 240,021 CHF | 99.66% | 99.66% |
25/04/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 50,000 | 50,000 | 49,531 | 49,530 | 234,498 CHF | 234,990 CHF | 99.90% | 99.90% |
24/04/2024 | 0.21% | 4.72 CHF | 4.73 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 235,254 CHF | 235,750 CHF | 100.00% | 100.00% |
23/04/2024 | 0.21% | 4.77 CHF | 4.78 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 233,481 CHF | 233,977 CHF | 99.98% | 99.98% |
22/04/2024 | 0.22% | 4.66 CHF | 4.67 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 230,959 CHF | 231,455 CHF | 100.00% | 100.00% |
19/04/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 232,903 CHF | 233,399 CHF | 99.93% | 99.93% |
18/04/2024 | 0.22% | 4.67 CHF | 4.68 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 232,102 CHF | 232,598 CHF | 99.67% | 99.67% |