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 | 0.19% | 5.44 CHF | 5.45 CHF | 160,000 | 160,000 | 158,725 | 158,725 | 855,828 CHF | 857,427 CHF | 93.34% | 93.34% |
07/05/2024 | 0.19% | 5.52 CHF | 5.53 CHF | 160,000 | 160,000 | 159,538 | 159,538 | 862,973 CHF | 864,572 CHF | 99.46% | 99.46% |
06/05/2024 | 0.20% | 5.24 CHF | 5.25 CHF | 160,000 | 160,000 | 159,705 | 159,705 | 821,741 CHF | 823,340 CHF | 100.00% | 100.00% |
03/05/2024 | 0.28% | 4.89 CHF | 4.90 CHF | 160,000 | 160,000 | 140,567 | 140,567 | 664,047 CHF | 665,582 CHF | 99.98% | 99.98% |
02/05/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 160,000 | 160,000 | 159,697 | 159,697 | 694,308 CHF | 695,907 CHF | 99.63% | 99.63% |
30/04/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 160,000 | 160,000 | 159,707 | 159,707 | 778,963 CHF | 780,562 CHF | 99.97% | 99.97% |
29/04/2024 | 0.20% | 4.89 CHF | 4.90 CHF | 160,000 | 160,000 | 159,669 | 159,669 | 784,676 CHF | 786,275 CHF | 99.66% | 99.66% |
26/04/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 160,000 | 160,000 | 159,695 | 159,695 | 747,982 CHF | 749,581 CHF | 99.14% | 99.14% |
25/04/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 160,000 | 160,000 | 159,708 | 159,708 | 670,154 CHF | 671,753 CHF | 99.99% | 99.99% |
24/04/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 160,000 | 160,000 | 159,674 | 159,674 | 742,824 CHF | 744,423 CHF | 98.74% | 98.74% |