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 | 0.77% | 1.30 CHF | 1.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 129,756 CHF | 130,756 CHF | 99.99% | 99.99% |
07/05/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,186 CHF | 129,186 CHF | 99.94% | 99.94% |
06/05/2024 | 1.26% | 1.27 CHF | 1.28 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 116,119 CHF | 117,158 CHF | 99.99% | 99.99% |
03/05/2024 | 1.62% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 85,870 | 85,870 | 109,634 CHF | 110,705 CHF | 97.30% | 97.30% |
02/05/2024 | 1.06% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 94,444 | 94,444 | 125,834 CHF | 126,862 CHF | 99.26% | 99.26% |
30/04/2024 | 0.97% | 1.38 CHF | 1.39 CHF | 100,000 | 100,000 | 95,985 | 95,985 | 128,485 CHF | 129,505 CHF | 98.41% | 98.41% |
29/04/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 132,735 CHF | 133,735 CHF | 99.95% | 99.95% |
26/04/2024 | 1.13% | 1.36 CHF | 1.37 CHF | 100,000 | 100,000 | 93,132 | 93,132 | 124,007 CHF | 125,042 CHF | 95.45% | 95.45% |
25/04/2024 | 1.56% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 85,110 | 85,110 | 114,122 CHF | 115,196 CHF | 96.89% | 96.89% |
24/04/2024 | 0.91% | 1.35 CHF | 1.36 CHF | 100,000 | 100,000 | 96,899 | 96,899 | 130,535 CHF | 131,550 CHF | 97.18% | 97.18% |