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 | 0.22% | 4.73 CHF | 4.74 CHF | 160,000 | 160,000 | 158,706 | 158,706 | 742,699 CHF | 744,298 CHF | 93.33% | 93.33% |
07/05/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 160,000 | 160,000 | 159,538 | 159,538 | 749,860 CHF | 751,459 CHF | 99.44% | 99.44% |
06/05/2024 | 0.23% | 4.53 CHF | 4.54 CHF | 160,000 | 160,000 | 159,708 | 159,708 | 709,393 CHF | 710,992 CHF | 100.00% | 100.00% |
03/05/2024 | 0.32% | 4.19 CHF | 4.20 CHF | 160,000 | 160,000 | 140,566 | 140,566 | 566,205 CHF | 567,740 CHF | 99.98% | 99.98% |
02/05/2024 | 0.27% | 3.65 CHF | 3.66 CHF | 170,000 | 170,000 | 169,678 | 169,678 | 620,981 CHF | 622,680 CHF | 99.25% | 99.25% |
30/04/2024 | 0.24% | 4.04 CHF | 4.05 CHF | 160,000 | 160,000 | 159,718 | 159,718 | 667,892 CHF | 669,491 CHF | 99.97% | 99.97% |
29/04/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 160,000 | 160,000 | 159,672 | 159,672 | 673,863 CHF | 675,462 CHF | 99.63% | 99.63% |
26/04/2024 | 0.25% | 4.14 CHF | 4.15 CHF | 170,000 | 170,000 | 169,686 | 169,686 | 678,126 CHF | 679,825 CHF | 99.11% | 99.11% |
25/04/2024 | 0.28% | 3.45 CHF | 3.46 CHF | 170,000 | 170,000 | 169,673 | 169,673 | 598,311 CHF | 600,010 CHF | 99.99% | 99.99% |
24/04/2024 | 0.25% | 3.88 CHF | 3.89 CHF | 170,000 | 170,000 | 169,648 | 169,648 | 672,921 CHF | 674,620 CHF | 98.73% | 98.73% |