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 | 1.33% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,693 CHF | 75,693 CHF | 100.00% | 100.00% |
07/05/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,518 CHF | 75,518 CHF | 99.92% | 99.92% |
06/05/2024 | 2.07% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 70,419 CHF | 71,457 CHF | 99.99% | 99.99% |
03/05/2024 | 2.64% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 85,844 | 85,844 | 66,324 CHF | 67,393 CHF | 97.49% | 97.49% |
02/05/2024 | 1.84% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 71,656 CHF | 72,684 CHF | 99.47% | 99.47% |
30/04/2024 | 1.80% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 95,415 | 95,415 | 71,027 CHF | 72,050 CHF | 99.20% | 99.20% |
29/04/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,010 CHF | 77,010 CHF | 99.96% | 99.96% |
26/04/2024 | 2.01% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 93,132 | 93,132 | 69,703 CHF | 70,737 CHF | 95.45% | 95.45% |
25/04/2024 | 2.82% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 85,040 | 85,040 | 63,045 CHF | 64,119 CHF | 96.44% | 96.44% |
24/04/2024 | 1.60% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 96,911 | 96,911 | 74,262 CHF | 75,277 CHF | 97.60% | 97.60% |