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 | 0.31% | 3.25 CHF | 3.26 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 146,245 CHF | 146,695 CHF | 99.99% | 99.99% |
07/05/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 150,100 CHF | 150,550 CHF | 99.77% | 99.77% |
06/05/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 152,916 CHF | 153,366 CHF | 99.78% | 99.78% |
03/05/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 156,345 CHF | 156,795 CHF | 99.68% | 99.68% |
02/05/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 160,975 CHF | 161,425 CHF | 100.00% | 100.00% |
30/04/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 160,125 CHF | 160,575 CHF | 100.00% | 100.00% |
29/04/2024 | 0.29% | 3.55 CHF | 3.56 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 156,978 CHF | 157,428 CHF | 99.72% | 99.72% |
26/04/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 160,988 CHF | 161,438 CHF | 99.85% | 99.85% |
25/04/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 166,819 CHF | 167,269 CHF | 84.48% | 84.48% |
24/04/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 167,035 CHF | 167,485 CHF | 100.00% | 100.00% |