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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 1.59% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 83,618 CHF | 84,646 CHF | 99.47% | 99.47% |
30/04/2024 | 1.45% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 95,982 | 95,982 | 85,490 CHF | 86,511 CHF | 98.35% | 98.35% |
29/04/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,985 CHF | 88,985 CHF | 99.88% | 99.88% |
26/04/2024 | 1.70% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 93,132 | 93,132 | 82,231 CHF | 83,265 CHF | 95.45% | 95.45% |
25/04/2024 | 2.32% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 85,293 | 85,293 | 76,164 CHF | 77,238 CHF | 96.51% | 96.51% |
24/04/2024 | 1.36% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 96,910 | 96,910 | 87,091 CHF | 88,106 CHF | 97.56% | 97.56% |
23/04/2024 | 1.72% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 93,327 | 93,327 | 81,591 CHF | 82,625 CHF | 96.02% | 96.02% |
22/04/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 99,710 | 99,710 | 87,087 CHF | 88,089 CHF | 99.99% | 99.99% |
19/04/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,395 CHF | 85,395 CHF | 99.75% | 99.75% |
18/04/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,474 CHF | 86,474 CHF | 99.40% | 99.40% |