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 | 1.06% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,416 CHF | 94,416 CHF | 99.99% | 99.99% |
07/05/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,906 CHF | 92,906 CHF | 99.93% | 99.93% |
06/05/2024 | 1.76% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 82,691 CHF | 83,730 CHF | 99.99% | 99.99% |
03/05/2024 | 2.26% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 85,975 | 85,975 | 78,566 CHF | 79,636 CHF | 97.29% | 97.29% |
02/05/2024 | 1.45% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 91,586 CHF | 92,613 CHF | 99.47% | 99.47% |
30/04/2024 | 1.32% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 95,984 | 95,984 | 93,702 CHF | 94,722 CHF | 98.41% | 98.41% |
29/04/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,414 CHF | 97,414 CHF | 99.88% | 99.88% |
26/04/2024 | 1.52% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 93,581 | 93,581 | 90,644 CHF | 91,676 CHF | 94.87% | 94.87% |
25/04/2024 | 2.14% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 85,040 | 85,040 | 83,172 CHF | 84,247 CHF | 96.44% | 96.44% |
24/04/2024 | 1.24% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 96,911 | 96,911 | 95,444 CHF | 96,460 CHF | 97.55% | 97.55% |