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 | 50,000 | 50,000 | 30,432 | 30,432 | 101,357 CHF | 101,662 CHF | 98.41% | 98.41% |
07/05/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 50,000 | 50,000 | 30,478 | 30,478 | 98,337 CHF | 98,641 CHF | 98.75% | 98.75% |
06/05/2024 | 0.33% | 3.12 CHF | 3.13 CHF | 50,000 | 50,000 | 30,460 | 30,460 | 93,270 CHF | 93,575 CHF | 99.03% | 99.03% |
03/05/2024 | 0.35% | 2.97 CHF | 2.98 CHF | 50,000 | 50,000 | 30,559 | 30,559 | 87,709 CHF | 88,014 CHF | 97.07% | 97.07% |
02/05/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 50,000 | 50,000 | 30,390 | 30,390 | 85,206 CHF | 85,510 CHF | 98.70% | 98.70% |
30/04/2024 | 0.38% | 2.73 CHF | 2.74 CHF | 50,000 | 50,000 | 30,492 | 30,492 | 81,120 CHF | 81,425 CHF | 98.50% | 98.50% |
29/04/2024 | 0.36% | 2.69 CHF | 2.70 CHF | 50,000 | 50,000 | 30,603 | 30,603 | 84,982 CHF | 85,288 CHF | 96.58% | 96.58% |
26/04/2024 | 0.34% | 2.81 CHF | 2.82 CHF | 50,000 | 50,000 | 30,495 | 30,495 | 87,835 CHF | 88,140 CHF | 98.47% | 98.47% |
25/04/2024 | 0.67% | 2.65 CHF | 2.66 CHF | 50,000 | 50,000 | 26,581 | 25,487 | 68,968 CHF | 66,554 CHF | 95.80% | 95.80% |
24/04/2024 | 0.25% | 3.77 CHF | 3.78 CHF | 50,000 | 50,000 | 30,562 | 30,562 | 122,164 CHF | 122,469 CHF | 97.04% | 97.04% |