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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 135,743 CHF | 136,173 CHF | 100.00% | 100.00% |
08/05/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 44,000 | 44,000 | 43,991 | 43,991 | 131,596 CHF | 132,036 CHF | 99.09% | 99.09% |
07/05/2024 | 0.34% | 3.00 CHF | 3.01 CHF | 44,000 | 44,000 | 44,224 | 44,224 | 130,804 CHF | 131,247 CHF | 99.88% | 99.88% |
06/05/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 45,000 | 45,000 | 45,098 | 45,098 | 127,968 CHF | 128,419 CHF | 100.00% | 100.00% |
03/05/2024 | 0.35% | 2.80 CHF | 2.81 CHF | 45,000 | 45,000 | 45,124 | 45,124 | 127,372 CHF | 127,823 CHF | 99.99% | 99.99% |
02/05/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 45,000 | 45,000 | 45,597 | 45,597 | 127,021 CHF | 127,477 CHF | 100.00% | 100.00% |
30/04/2024 | 0.35% | 2.80 CHF | 2.81 CHF | 45,000 | 45,000 | 44,983 | 44,983 | 127,479 CHF | 127,929 CHF | 100.00% | 100.00% |
29/04/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 46,000 | 46,000 | 45,035 | 45,035 | 127,184 CHF | 127,635 CHF | 100.00% | 100.00% |
26/04/2024 | 0.35% | 2.74 CHF | 2.75 CHF | 46,000 | 46,000 | 45,110 | 45,110 | 127,811 CHF | 128,262 CHF | 99.59% | 99.59% |
25/04/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 45,000 | 45,000 | 44,910 | 44,910 | 129,438 CHF | 129,887 CHF | 99.96% | 99.96% |