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 | 1.23% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,554 CHF | 81,554 CHF | 100.00% | 100.00% |
07/05/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,424 CHF | 81,424 CHF | 99.93% | 99.93% |
06/05/2024 | 1.92% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 75,879 CHF | 76,918 CHF | 99.99% | 99.99% |
03/05/2024 | 2.46% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 85,854 | 85,854 | 71,403 CHF | 72,473 CHF | 97.48% | 97.48% |
02/05/2024 | 1.71% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 94,447 | 94,447 | 77,249 CHF | 78,277 CHF | 99.33% | 99.33% |
30/04/2024 | 1.67% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 95,415 | 95,415 | 76,694 CHF | 77,717 CHF | 99.20% | 99.20% |
29/04/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,924 CHF | 82,924 CHF | 99.78% | 99.78% |
26/04/2024 | 1.86% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 93,132 | 93,132 | 75,204 CHF | 76,239 CHF | 95.45% | 95.45% |
25/04/2024 | 2.61% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 85,112 | 85,112 | 68,170 CHF | 69,244 CHF | 96.89% | 96.89% |
24/04/2024 | 1.48% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 96,910 | 96,910 | 79,990 CHF | 81,005 CHF | 97.56% | 97.56% |