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 | 0.20% | 5.19 CHF | 5.20 CHF | 115,000 | 115,000 | 51,684 | 51,684 | 263,724 CHF | 264,242 CHF | 99.13% | 99.13% |
07/05/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 120,000 | 120,000 | 53,639 | 53,639 | 267,738 CHF | 268,276 CHF | 99.86% | 99.86% |
06/05/2024 | 0.21% | 4.88 CHF | 4.89 CHF | 120,000 | 120,000 | 53,547 | 53,547 | 258,293 CHF | 258,830 CHF | 100.00% | 100.00% |
03/05/2024 | 0.22% | 4.73 CHF | 4.74 CHF | 125,000 | 125,000 | 55,829 | 55,829 | 259,518 CHF | 260,077 CHF | 99.97% | 99.97% |
02/05/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 125,000 | 125,000 | 56,311 | 56,311 | 257,059 CHF | 257,623 CHF | 100.00% | 100.00% |
30/04/2024 | 0.23% | 4.52 CHF | 4.53 CHF | 125,000 | 125,000 | 56,397 | 56,397 | 250,683 CHF | 251,248 CHF | 100.00% | 100.00% |
29/04/2024 | 0.22% | 4.46 CHF | 4.47 CHF | 125,000 | 125,000 | 51,507 | 51,507 | 233,475 CHF | 233,991 CHF | 99.78% | 99.78% |
26/04/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 125,000 | 125,000 | 56,077 | 56,077 | 259,917 CHF | 260,479 CHF | 99.02% | 99.02% |
25/04/2024 | 0.24% | 4.42 CHF | 4.43 CHF | 125,000 | 125,000 | 42,731 | 42,731 | 187,101 CHF | 187,529 CHF | 99.92% | 99.92% |
24/04/2024 | 0.18% | 5.55 CHF | 5.56 CHF | 110,000 | 110,000 | 47,023 | 47,023 | 270,263 CHF | 270,734 CHF | 99.60% | 99.60% |