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 | 0.89% | 1.12 CHF | 1.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 111,598 CHF | 112,598 CHF | 99.99% | 99.99% |
07/05/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 110,091 CHF | 111,091 CHF | 99.95% | 99.95% |
06/05/2024 | 1.47% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 99,375 CHF | 100,414 CHF | 99.99% | 99.99% |
03/05/2024 | 1.82% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 86,939 | 86,939 | 95,239 CHF | 96,305 CHF | 95.88% | 95.88% |
02/05/2024 | 1.22% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 108,723 CHF | 109,751 CHF | 99.47% | 99.47% |
30/04/2024 | 1.12% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 95,984 | 95,984 | 111,093 CHF | 112,113 CHF | 98.41% | 98.41% |
29/04/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 114,586 CHF | 115,586 CHF | 99.93% | 99.93% |
26/04/2024 | 1.31% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 93,132 | 93,132 | 107,113 CHF | 108,147 CHF | 95.45% | 95.45% |
25/04/2024 | 1.80% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 85,102 | 85,102 | 98,644 CHF | 99,719 CHF | 96.23% | 96.23% |
24/04/2024 | 1.05% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 96,913 | 96,913 | 113,015 CHF | 114,031 CHF | 97.62% | 97.62% |