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% | 3.42 CHF | 3.43 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 369,200 CHF | 370,300 CHF | 99.29% | 99.29% |
07/05/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 371,419 CHF | 372,519 CHF | 100.00% | 100.00% |
06/05/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 364,483 CHF | 365,583 CHF | 100.00% | 100.00% |
03/05/2024 | 0.33% | 2.93 CHF | 2.94 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 330,673 CHF | 331,773 CHF | 98.68% | 98.68% |
02/05/2024 | 0.34% | 3.08 CHF | 3.09 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 327,093 CHF | 328,193 CHF | 99.98% | 99.98% |
30/04/2024 | 0.32% | 3.01 CHF | 3.02 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 339,049 CHF | 340,149 CHF | 99.99% | 99.99% |
29/04/2024 | 0.29% | 3.34 CHF | 3.35 CHF | 110,000 | 110,000 | 109,976 | 109,976 | 375,251 CHF | 376,351 CHF | 99.99% | 99.99% |
26/04/2024 | 0.28% | 3.39 CHF | 3.40 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 389,856 CHF | 390,956 CHF | 99.53% | 99.53% |
25/04/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 379,585 CHF | 380,685 CHF | 99.89% | 99.89% |
24/04/2024 | 0.30% | 3.43 CHF | 3.44 CHF | 110,000 | 110,000 | 109,972 | 109,972 | 371,555 CHF | 372,655 CHF | 100.00% | 100.00% |