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 | 0.40% | 4.50 CHF | 4.52 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 67,499 CHF | 67,766 CHF | 99.55% | 99.55% |
07/05/2024 | 0.41% | 4.17 CHF | 4.19 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 57,983 CHF | 58,223 CHF | 99.53% | 99.53% |
06/05/2024 | 0.44% | 3.66 CHF | 3.67 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 70,906 CHF | 71,219 CHF | 99.46% | 99.51% |
03/05/2024 | 0.41% | 3.50 CHF | 3.51 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 68,966 CHF | 69,249 CHF | 99.48% | 99.53% |
02/05/2024 | 0.45% | 3.30 CHF | 3.32 CHF | 20,000 | 20,000 | 16,757 | 16,757 | 55,578 CHF | 55,827 CHF | 99.51% | 99.51% |
30/04/2024 | 0.45% | 3.50 CHF | 3.51 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 53,519 CHF | 53,761 CHF | 99.50% | 99.50% |
29/04/2024 | 0.44% | 3.79 CHF | 3.81 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 40,791 CHF | 40,972 CHF | 99.57% | 99.57% |
26/04/2024 | 0.37% | 4.32 CHF | 4.33 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 64,279 CHF | 64,516 CHF | 99.57% | 99.57% |
25/04/2024 | 0.52% | 3.79 CHF | 3.81 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 39,279 CHF | 39,481 CHF | 99.53% | 99.53% |
24/04/2024 | 0.40% | 4.88 CHF | 4.90 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 50,031 CHF | 50,230 CHF | 99.57% | 99.57% |