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 | 0.26% | 3.96 CHF | 3.97 CHF | 50,000 | 50,000 | 30,427 | 30,427 | 117,782 CHF | 118,086 CHF | 98.40% | 98.40% |
07/05/2024 | 0.27% | 3.82 CHF | 3.83 CHF | 50,000 | 50,000 | 30,475 | 30,475 | 114,765 CHF | 115,070 CHF | 98.73% | 98.73% |
06/05/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 50,000 | 50,000 | 30,463 | 30,463 | 109,666 CHF | 109,971 CHF | 99.06% | 99.06% |
03/05/2024 | 0.30% | 3.51 CHF | 3.52 CHF | 50,000 | 50,000 | 30,534 | 30,534 | 104,047 CHF | 104,352 CHF | 96.91% | 96.91% |
02/05/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 50,000 | 50,000 | 30,389 | 30,389 | 101,673 CHF | 101,977 CHF | 98.70% | 98.70% |
30/04/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 50,000 | 50,000 | 30,495 | 30,495 | 97,663 CHF | 97,968 CHF | 98.46% | 98.46% |
29/04/2024 | 0.30% | 3.23 CHF | 3.24 CHF | 50,000 | 50,000 | 30,599 | 30,599 | 101,539 CHF | 101,845 CHF | 96.56% | 96.56% |
26/04/2024 | 0.29% | 3.35 CHF | 3.36 CHF | 50,000 | 50,000 | 30,490 | 30,490 | 104,330 CHF | 104,634 CHF | 98.45% | 98.45% |
25/04/2024 | 0.55% | 3.19 CHF | 3.20 CHF | 50,000 | 50,000 | 25,502 | 25,502 | 80,131 CHF | 80,408 CHF | 95.80% | 95.80% |
24/04/2024 | 0.22% | 4.32 CHF | 4.33 CHF | 50,000 | 50,000 | 30,567 | 30,567 | 138,738 CHF | 139,043 CHF | 97.06% | 97.06% |