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% | 18.83 CHF | 18.89 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 94,133 CHF | 94,418 CHF | 99.54% | 99.54% |
07/05/2024 | 0.31% | 17.78 CHF | 17.83 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 83,847 CHF | 84,108 CHF | 99.54% | 99.54% |
06/05/2024 | 0.32% | 16.07 CHF | 16.12 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 94,224 CHF | 94,531 CHF | 99.49% | 99.49% |
03/05/2024 | 0.31% | 15.53 CHF | 15.57 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 92,192 CHF | 92,480 CHF | 99.43% | 99.53% |
02/05/2024 | 0.33% | 14.87 CHF | 14.92 CHF | 6,000 | 6,000 | 5,352 | 5,352 | 79,831 CHF | 80,097 CHF | 99.47% | 99.47% |
30/04/2024 | 0.33% | 15.54 CHF | 15.59 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 78,772 CHF | 79,036 CHF | 99.49% | 99.49% |
29/04/2024 | 0.33% | 16.47 CHF | 16.53 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 69,521 CHF | 69,751 CHF | 99.57% | 99.57% |
26/04/2024 | 0.29% | 18.12 CHF | 18.18 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 90,161 CHF | 90,420 CHF | 99.57% | 99.57% |
25/04/2024 | 0.37% | 16.38 CHF | 16.44 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 67,164 CHF | 67,409 CHF | 99.52% | 99.52% |
24/04/2024 | 0.30% | 19.66 CHF | 19.72 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 80,169 CHF | 80,412 CHF | 99.57% | 99.57% |