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 | 0.30% | 3.37 CHF | 3.38 CHF | 44,000 | 44,000 | 43,992 | 43,992 | 147,781 CHF | 148,221 CHF | 99.09% | 99.09% |
07/05/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 44,000 | 44,000 | 44,225 | 44,225 | 147,057 CHF | 147,500 CHF | 99.88% | 99.88% |
06/05/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 45,000 | 45,000 | 45,098 | 45,098 | 144,490 CHF | 144,941 CHF | 100.00% | 100.00% |
03/05/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 45,000 | 45,000 | 45,123 | 45,123 | 143,923 CHF | 144,374 CHF | 99.95% | 99.95% |
02/05/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 45,000 | 45,000 | 45,597 | 45,597 | 143,759 CHF | 144,215 CHF | 99.99% | 99.99% |
30/04/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 45,000 | 45,000 | 44,981 | 44,981 | 144,012 CHF | 144,462 CHF | 100.00% | 100.00% |
29/04/2024 | 0.31% | 3.16 CHF | 3.17 CHF | 46,000 | 46,000 | 45,035 | 45,035 | 143,690 CHF | 144,140 CHF | 100.00% | 100.00% |
26/04/2024 | 0.31% | 3.10 CHF | 3.11 CHF | 46,000 | 46,000 | 45,110 | 45,110 | 144,350 CHF | 144,801 CHF | 99.59% | 99.59% |
25/04/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 45,000 | 45,000 | 44,910 | 44,910 | 145,910 CHF | 146,359 CHF | 99.99% | 99.99% |
24/04/2024 | 0.31% | 3.16 CHF | 3.17 CHF | 46,000 | 46,000 | 45,196 | 45,196 | 144,876 CHF | 145,328 CHF | 99.90% | 99.90% |