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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
07/05/2024 | 1.59% | 0.38 CHF | 0.38 CHF | 750,000 | 750,000 | 749,487 | 749,490 | 477,746 CHF | 485,250 CHF | 96.14% | 96.15% |
06/05/2024 | 1.04% | 0.89 CHF | 0.90 CHF | 750,000 | 750,000 | 750,000 | 749,998 | 725,915 CHF | 733,413 CHF | 99.72% | 99.72% |
03/05/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 933,212 CHF | 940,712 CHF | 99.42% | 99.42% |
02/05/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 1,007,660 CHF | 1,015,160 CHF | 99.56% | 99.56% |
30/04/2024 | 0.88% | 1.36 CHF | 1.37 CHF | 750,000 | 750,000 | 749,381 | 749,382 | 851,401 CHF | 858,901 CHF | 99.97% | 99.97% |
29/04/2024 | 1.15% | 0.95 CHF | 0.96 CHF | 750,000 | 750,000 | 744,589 | 744,589 | 679,301 CHF | 686,751 CHF | 99.55% | 99.55% |
26/04/2024 | 0.93% | 0.91 CHF | 0.92 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 807,087 CHF | 814,586 CHF | 99.13% | 99.13% |
25/04/2024 | 0.76% | 1.38 CHF | 1.39 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 987,962 CHF | 995,462 CHF | 100.00% | 100.00% |
24/04/2024 | 1.13% | 1.08 CHF | 1.09 CHF | 750,000 | 750,000 | 749,836 | 749,836 | 665,830 CHF | 673,330 CHF | 100.00% | 100.00% |