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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,428 CHF | 95,428 CHF | 99.95% | 99.95% |
06/05/2024 | 1.64% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 88,780 CHF | 89,819 CHF | 99.99% | 99.99% |
03/05/2024 | 2.09% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 85,984 | 85,984 | 83,558 CHF | 84,628 CHF | 97.28% | 97.28% |
02/05/2024 | 1.46% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 90,493 CHF | 91,521 CHF | 99.46% | 99.46% |
30/04/2024 | 1.42% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 95,415 | 95,415 | 90,070 CHF | 91,093 CHF | 99.20% | 99.20% |
29/04/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,943 CHF | 96,943 CHF | 99.95% | 99.95% |
26/04/2024 | 1.59% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 93,132 | 93,132 | 88,270 CHF | 89,305 CHF | 95.45% | 95.45% |
25/04/2024 | 2.22% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 85,114 | 85,114 | 80,104 CHF | 81,178 CHF | 96.88% | 96.88% |
24/04/2024 | 1.27% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 96,912 | 96,912 | 93,582 CHF | 94,597 CHF | 97.63% | 97.63% |
23/04/2024 | 1.48% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 93,327 | 93,327 | 94,288 CHF | 95,321 CHF | 96.03% | 96.03% |