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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03/05/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 50,000 | 50,000 | 49,495 | 49,495 | 197,947 CHF | 198,442 CHF | 98.39% | 98.39% |
02/05/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 200,112 CHF | 200,608 CHF | 99.90% | 99.90% |
30/04/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 50,000 | 50,000 | 49,530 | 49,529 | 214,677 CHF | 215,170 CHF | 99.82% | 99.82% |
29/04/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 217,327 CHF | 217,823 CHF | 100.00% | 100.00% |
26/04/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 50,000 | 50,000 | 49,612 | 49,610 | 219,713 CHF | 220,203 CHF | 99.64% | 99.64% |
25/04/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 50,000 | 50,000 | 49,524 | 49,523 | 214,312 CHF | 214,802 CHF | 98.59% | 98.59% |
24/04/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 215,115 CHF | 215,610 CHF | 99.94% | 99.94% |
23/04/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 50,000 | 50,000 | 49,527 | 49,526 | 213,316 CHF | 213,807 CHF | 99.24% | 99.24% |
22/04/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 210,808 CHF | 211,304 CHF | 100.00% | 100.00% |
19/04/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 212,816 CHF | 213,312 CHF | 99.57% | 99.57% |