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 | 0.27% | 3.75 CHF | 3.76 CHF | 50,000 | 50,000 | 30,433 | 30,433 | 111,527 CHF | 111,831 CHF | 98.42% | 98.42% |
07/05/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 50,000 | 50,000 | 30,478 | 30,478 | 108,509 CHF | 108,814 CHF | 98.76% | 98.76% |
06/05/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 50,000 | 50,000 | 30,461 | 30,461 | 103,408 CHF | 103,713 CHF | 99.03% | 99.03% |
03/05/2024 | 0.31% | 3.30 CHF | 3.31 CHF | 50,000 | 50,000 | 30,548 | 30,548 | 97,835 CHF | 98,141 CHF | 97.01% | 97.01% |
02/05/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 50,000 | 50,000 | 30,339 | 30,339 | 95,260 CHF | 95,564 CHF | 98.45% | 98.45% |
30/04/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 50,000 | 50,000 | 30,493 | 30,493 | 91,351 CHF | 91,656 CHF | 98.50% | 98.50% |
29/04/2024 | 0.32% | 3.03 CHF | 3.04 CHF | 50,000 | 50,000 | 30,603 | 30,603 | 95,241 CHF | 95,547 CHF | 96.58% | 96.58% |
26/04/2024 | 0.31% | 3.14 CHF | 3.15 CHF | 50,000 | 50,000 | 30,496 | 30,496 | 98,046 CHF | 98,351 CHF | 98.47% | 98.47% |
25/04/2024 | 0.59% | 2.98 CHF | 2.99 CHF | 50,000 | 50,000 | 25,495 | 25,495 | 74,843 CHF | 75,119 CHF | 95.89% | 95.89% |
24/04/2024 | 0.23% | 4.11 CHF | 4.12 CHF | 50,000 | 50,000 | 30,573 | 30,573 | 132,435 CHF | 132,741 CHF | 97.11% | 97.11% |