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 | 0.99% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,241 CHF | 101,241 CHF | 100.00% | 100.00% |
07/05/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,140 CHF | 101,140 CHF | 99.96% | 99.96% |
06/05/2024 | 1.55% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 94,016 CHF | 95,056 CHF | 99.99% | 99.99% |
03/05/2024 | 1.99% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 85,852 | 85,852 | 88,276 CHF | 89,347 CHF | 97.48% | 97.48% |
02/05/2024 | 1.38% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 94,459 | 94,459 | 95,842 CHF | 96,870 CHF | 99.47% | 99.47% |
30/04/2024 | 1.34% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 95,415 | 95,415 | 95,433 CHF | 96,456 CHF | 99.20% | 99.20% |
29/04/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,612 CHF | 102,612 CHF | 99.98% | 99.98% |
26/04/2024 | 1.49% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 93,132 | 93,132 | 93,575 CHF | 94,608 CHF | 95.45% | 95.45% |
25/04/2024 | 2.10% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 85,070 | 85,070 | 84,953 CHF | 86,027 CHF | 96.40% | 96.40% |
24/04/2024 | 1.20% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 96,911 | 96,911 | 99,093 CHF | 100,109 CHF | 97.60% | 97.60% |