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% | 3.19 CHF | 3.20 CHF | 44,000 | 44,000 | 43,992 | 43,992 | 140,019 CHF | 140,459 CHF | 99.08% | 99.08% |
07/05/2024 | 0.32% | 3.20 CHF | 3.21 CHF | 44,000 | 44,000 | 44,224 | 44,224 | 139,276 CHF | 139,719 CHF | 99.88% | 99.88% |
06/05/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 45,000 | 45,000 | 45,098 | 45,098 | 136,589 CHF | 137,040 CHF | 100.00% | 100.00% |
03/05/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 45,000 | 45,000 | 45,123 | 45,123 | 135,991 CHF | 136,442 CHF | 99.99% | 99.99% |
02/05/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 45,000 | 45,000 | 45,598 | 45,598 | 135,742 CHF | 136,198 CHF | 100.00% | 100.00% |
30/04/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 45,000 | 45,000 | 44,980 | 44,980 | 136,049 CHF | 136,499 CHF | 99.99% | 99.99% |
29/04/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 46,000 | 46,000 | 45,035 | 45,035 | 135,760 CHF | 136,210 CHF | 100.00% | 100.00% |
26/04/2024 | 0.33% | 2.93 CHF | 2.94 CHF | 46,000 | 46,000 | 45,110 | 45,110 | 136,411 CHF | 136,862 CHF | 99.57% | 99.57% |
25/04/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 45,000 | 45,000 | 44,910 | 44,910 | 138,012 CHF | 138,461 CHF | 99.99% | 99.99% |
24/04/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 46,000 | 46,000 | 45,196 | 45,196 | 136,913 CHF | 137,365 CHF | 99.89% | 99.89% |