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 | 0.84% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 119,078 CHF | 120,078 CHF | 100.00% | 100.00% |
07/05/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,990 CHF | 119,990 CHF | 99.94% | 99.94% |
06/05/2024 | 1.31% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 111,342 CHF | 112,380 CHF | 99.99% | 99.99% |
03/05/2024 | 1.68% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 85,910 | 85,910 | 104,440 CHF | 105,510 CHF | 97.39% | 97.39% |
02/05/2024 | 1.17% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 94,458 | 94,458 | 113,551 CHF | 114,579 CHF | 99.47% | 99.47% |
30/04/2024 | 1.13% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 95,419 | 95,419 | 113,340 CHF | 114,362 CHF | 99.20% | 99.20% |
29/04/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,411 CHF | 121,411 CHF | 99.96% | 99.96% |
26/04/2024 | 1.26% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 93,132 | 93,132 | 111,107 CHF | 112,141 CHF | 95.45% | 95.45% |
25/04/2024 | 1.76% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 85,193 | 85,193 | 101,079 CHF | 102,152 CHF | 96.22% | 96.22% |
24/04/2024 | 1.01% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 96,911 | 96,911 | 117,376 CHF | 118,392 CHF | 97.60% | 97.60% |