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 | 1.13% | 1.01 CHF | 1.02 CHF | 50,000 | 25,000 | 55,842 | 25,000 | 55,387 CHF | 25,111 CHF | 100.00% | 100.00% |
07/05/2024 | 1.05% | 0.99 CHF | 1.00 CHF | 60,000 | 25,000 | 50,382 | 25,000 | 53,859 CHF | 27,024 CHF | 98.78% | 98.78% |
06/05/2024 | 1.05% | 1.07 CHF | 1.08 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 53,785 CHF | 27,177 CHF | 100.00% | 100.00% |
03/05/2024 | 0.91% | 1.10 CHF | 1.12 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 57,574 CHF | 29,051 CHF | 98.10% | 98.10% |
02/05/2024 | 0.85% | 1.21 CHF | 1.22 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 58,701 CHF | 29,601 CHF | 99.12% | 99.12% |
30/04/2024 | 0.89% | 1.21 CHF | 1.22 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 59,226 CHF | 29,877 CHF | 99.86% | 99.86% |
29/04/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 54,834 CHF | 27,667 CHF | 99.69% | 99.69% |
26/04/2024 | 0.92% | 1.13 CHF | 1.14 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 57,934 CHF | 29,235 CHF | 99.22% | 99.22% |
25/04/2024 | 1.04% | 1.16 CHF | 1.17 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 55,257 CHF | 27,918 CHF | 98.91% | 98.91% |
24/04/2024 | 1.06% | 1.04 CHF | 1.05 CHF | 50,000 | 25,000 | 55,850 | 25,000 | 55,379 CHF | 25,096 CHF | 100.00% | 100.00% |