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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06/05/2024 | 2.38% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 61,446 CHF | 62,485 CHF | 100.00% | 100.00% |
03/05/2024 | 2.94% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 86,547 | 86,547 | 59,868 CHF | 60,935 CHF | 96.45% | 96.45% |
02/05/2024 | 1.88% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 69,938 CHF | 70,966 CHF | 99.45% | 99.45% |
30/04/2024 | 1.76% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 95,985 | 95,985 | 70,131 CHF | 71,151 CHF | 98.40% | 98.40% |
29/04/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,245 CHF | 74,245 CHF | 99.97% | 99.97% |
26/04/2024 | 2.07% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 93,133 | 93,133 | 67,425 CHF | 68,459 CHF | 95.45% | 95.45% |
25/04/2024 | 2.74% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 85,932 | 85,932 | 62,450 CHF | 63,519 CHF | 95.68% | 95.68% |
24/04/2024 | 1.61% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 96,911 | 96,911 | 73,472 CHF | 74,488 CHF | 97.60% | 97.60% |
23/04/2024 | 1.92% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 93,690 | 93,690 | 72,375 CHF | 73,406 CHF | 95.45% | 95.45% |
22/04/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 99,710 | 99,710 | 79,285 CHF | 80,286 CHF | 99.99% | 99.99% |