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 | 1.58% | 62.75 % | 63.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 62,728 CHF | 63,728 CHF | 99.60% | 99.60% |
07/05/2024 | 1.59% | 62.65 % | 63.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 62,234 CHF | 63,234 CHF | 99.66% | 99.66% |
06/05/2024 | 1.61% | 61.90 % | 62.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,790 CHF | 62,790 CHF | 90.15% | 90.15% |
03/05/2024 | 1.61% | 61.40 % | 62.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,476 CHF | 62,476 CHF | 96.89% | 96.89% |
02/05/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
30/04/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
29/04/2024 | 1.27% | 76.60 % | 77.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,322 CHF | 79,322 CHF | 51.76% | 51.76% |
26/04/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
25/04/2024 | 1.35% | 71.10 % | 72.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,779 CHF | 74,779 CHF | 98.08% | 98.08% |
24/04/2024 | 1.28% | 76.85 % | 77.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,435 CHF | 78,435 CHF | 90.58% | 90.58% |