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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.31% | 3.43 CHF | 3.44 CHF | 200,000 | 200,000 | 84,134 | 84,134 | 283,449 CHF | 284,294 CHF | 93.57% | 93.57% |
30/04/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 190,000 | 190,000 | 82,267 | 82,267 | 301,987 CHF | 302,813 CHF | 93.35% | 93.35% |
29/04/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 190,000 | 190,000 | 81,165 | 81,165 | 296,055 CHF | 296,868 CHF | 90.82% | 90.82% |
26/04/2024 | 0.30% | 3.61 CHF | 3.62 CHF | 200,000 | 200,000 | 85,277 | 85,277 | 291,260 CHF | 292,115 CHF | 91.64% | 91.64% |
25/04/2024 | 0.34% | 3.13 CHF | 3.14 CHF | 210,000 | 210,000 | 94,505 | 94,505 | 285,265 CHF | 286,212 CHF | 86.71% | 86.71% |
24/04/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 210,000 | 210,000 | 83,973 | 83,973 | 277,515 CHF | 278,357 CHF | 91.85% | 91.85% |
23/04/2024 | 0.34% | 3.16 CHF | 3.17 CHF | 210,000 | 210,000 | 98,762 | 98,762 | 303,115 CHF | 304,106 CHF | 99.99% | 99.99% |
22/04/2024 | 0.78% | 2.75 CHF | 2.76 CHF | 220,000 | 220,000 | 55,359 | 55,359 | 154,211 CHF | 154,855 CHF | 91.42% | 91.42% |
19/04/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 210,000 | 210,000 | 83,582 | 83,582 | 274,618 CHF | 275,458 CHF | 89.23% | 89.23% |
18/04/2024 | 0.31% | 3.47 CHF | 3.48 CHF | 200,000 | 200,000 | 87,067 | 87,067 | 297,425 CHF | 298,319 CHF | 99.66% | 99.66% |