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 | 1.90% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,086 CHF | 53,086 CHF | 100.00% | 100.00% |
07/05/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,990 CHF | 52,990 CHF | 99.95% | 99.95% |
06/05/2024 | 2.93% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 49,591 CHF | 50,630 CHF | 99.99% | 99.99% |
03/05/2024 | 3.72% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 85,857 | 85,857 | 46,822 CHF | 47,892 CHF | 97.47% | 97.47% |
02/05/2024 | 2.61% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 50,197 CHF | 51,224 CHF | 99.47% | 99.47% |
30/04/2024 | 2.58% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 95,819 | 95,417 | 49,543 CHF | 50,368 CHF | 99.20% | 99.20% |
29/04/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,327 CHF | 54,327 CHF | 99.97% | 99.97% |
26/04/2024 | 2.87% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 93,132 | 93,132 | 48,617 CHF | 49,651 CHF | 95.45% | 95.45% |
25/04/2024 | 4.03% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 85,064 | 85,064 | 43,761 CHF | 44,835 CHF | 96.41% | 96.41% |
24/04/2024 | 2.25% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 96,911 | 96,911 | 52,307 CHF | 53,322 CHF | 97.59% | 97.59% |