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 | 0.24% | 4.33 CHF | 4.34 CHF | 115,000 | 115,000 | 51,681 | 51,681 | 219,517 CHF | 220,035 CHF | 99.13% | 99.13% |
07/05/2024 | 0.25% | 4.19 CHF | 4.20 CHF | 120,000 | 120,000 | 53,638 | 53,638 | 221,966 CHF | 222,504 CHF | 99.85% | 99.85% |
06/05/2024 | 0.26% | 4.03 CHF | 4.04 CHF | 120,000 | 120,000 | 53,546 | 53,546 | 212,708 CHF | 213,246 CHF | 100.00% | 100.00% |
03/05/2024 | 0.27% | 3.88 CHF | 3.89 CHF | 125,000 | 125,000 | 55,819 | 55,819 | 211,953 CHF | 212,513 CHF | 99.96% | 99.96% |
02/05/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 125,000 | 125,000 | 56,309 | 56,309 | 208,776 CHF | 209,340 CHF | 100.00% | 100.00% |
30/04/2024 | 0.29% | 3.65 CHF | 3.66 CHF | 125,000 | 125,000 | 56,397 | 56,397 | 202,270 CHF | 202,835 CHF | 100.00% | 100.00% |
29/04/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 125,000 | 125,000 | 51,510 | 51,510 | 189,388 CHF | 189,904 CHF | 99.80% | 99.80% |
26/04/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 125,000 | 125,000 | 56,084 | 56,084 | 211,909 CHF | 212,471 CHF | 99.04% | 99.04% |
25/04/2024 | 0.29% | 3.56 CHF | 3.57 CHF | 125,000 | 125,000 | 42,747 | 42,747 | 150,524 CHF | 150,952 CHF | 99.94% | 99.94% |
24/04/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 110,000 | 110,000 | 47,031 | 47,031 | 230,023 CHF | 230,494 CHF | 99.61% | 99.61% |