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 | 1.39% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,664 CHF | 72,664 CHF | 100.00% | 100.00% |
07/05/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,494 CHF | 72,494 CHF | 99.94% | 99.94% |
06/05/2024 | 2.15% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 67,642 CHF | 68,680 CHF | 99.99% | 99.99% |
03/05/2024 | 2.74% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 85,877 | 85,877 | 63,758 CHF | 64,828 CHF | 97.44% | 97.44% |
02/05/2024 | 1.92% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 94,454 | 94,454 | 68,800 CHF | 69,827 CHF | 99.44% | 99.44% |
30/04/2024 | 1.88% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 95,415 | 95,415 | 68,153 CHF | 69,176 CHF | 99.20% | 99.20% |
29/04/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,978 CHF | 73,978 CHF | 99.95% | 99.95% |
26/04/2024 | 2.09% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 93,132 | 93,132 | 66,879 CHF | 67,914 CHF | 95.45% | 95.45% |
25/04/2024 | 2.94% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 85,085 | 85,085 | 60,515 CHF | 61,588 CHF | 96.38% | 96.38% |
24/04/2024 | 1.66% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 96,911 | 96,911 | 71,318 CHF | 72,334 CHF | 97.59% | 97.59% |