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 | 1.12% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,427 CHF | 89,427 CHF | 100.00% | 100.00% |
07/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,343 CHF | 89,343 CHF | 99.95% | 99.95% |
06/05/2024 | 1.75% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 83,154 CHF | 84,193 CHF | 99.99% | 99.99% |
03/05/2024 | 2.23% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 86,077 | 86,077 | 78,380 CHF | 79,449 CHF | 97.15% | 97.15% |
02/05/2024 | 1.56% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 84,738 CHF | 85,765 CHF | 99.47% | 99.47% |
30/04/2024 | 1.52% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 95,415 | 95,415 | 84,220 CHF | 85,243 CHF | 99.20% | 99.20% |
29/04/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,826 CHF | 90,826 CHF | 99.97% | 99.97% |
26/04/2024 | 1.70% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 93,132 | 93,132 | 82,581 CHF | 83,615 CHF | 95.45% | 95.45% |
25/04/2024 | 2.38% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 85,110 | 85,110 | 74,932 CHF | 76,006 CHF | 96.89% | 96.89% |
24/04/2024 | 1.35% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 96,911 | 96,911 | 87,643 CHF | 88,659 CHF | 97.58% | 97.58% |