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 | 1.03% | 96.85 % | 97.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,926 CHF | 97,926 CHF | 99.60% | 99.60% |
07/05/2024 | 1.03% | 96.95 % | 97.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,341 CHF | 97,341 CHF | 64.71% | 64.71% |
06/05/2024 | 1.04% | 96.10 % | 97.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,077 CHF | 97,077 CHF | 90.15% | 90.15% |
03/05/2024 | 1.05% | 95.35 % | 96.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,014 CHF | 96,014 CHF | 93.19% | 93.19% |
02/05/2024 | 1.04% | 93.60 % | 94.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,650 CHF | 96,650 CHF | 97.82% | 97.82% |
30/04/2024 | 1.03% | 96.60 % | 97.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,211 CHF | 97,211 CHF | 89.23% | 89.23% |
29/04/2024 | 1.03% | 96.25 % | 97.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,787 CHF | 97,787 CHF | 51.82% | 51.82% |
26/04/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
25/04/2024 | 1.04% | 95.35 % | 96.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,497 CHF | 96,497 CHF | 98.14% | 98.14% |
24/04/2024 | 1.04% | 96.15 % | 97.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,102 CHF | 97,102 CHF | 90.78% | 90.78% |