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 | 1.17% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,697 CHF | 85,697 CHF | 100.00% | 100.00% |
07/05/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,518 CHF | 85,518 CHF | 99.95% | 99.95% |
06/05/2024 | 1.83% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 79,641 CHF | 80,680 CHF | 99.99% | 99.99% |
03/05/2024 | 2.34% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 85,855 | 85,855 | 74,924 CHF | 75,993 CHF | 97.48% | 97.48% |
02/05/2024 | 1.63% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 81,111 CHF | 82,138 CHF | 99.47% | 99.47% |
30/04/2024 | 1.59% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 95,415 | 95,415 | 80,578 CHF | 81,601 CHF | 99.20% | 99.20% |
29/04/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,034 CHF | 87,034 CHF | 99.96% | 99.96% |
26/04/2024 | 1.77% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 93,132 | 93,132 | 79,039 CHF | 80,073 CHF | 95.45% | 95.45% |
25/04/2024 | 2.49% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 85,046 | 85,046 | 71,569 CHF | 72,643 CHF | 96.43% | 96.43% |
24/04/2024 | 1.41% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 96,912 | 96,912 | 83,991 CHF | 85,006 CHF | 97.63% | 97.63% |