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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 129,765 CHF | 130,765 CHF | 96.35% | 96.35% |
08/05/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,786 CHF | 131,786 CHF | 100.00% | 100.00% |
07/05/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,657 CHF | 131,657 CHF | 99.92% | 99.92% |
06/05/2024 | 1.19% | 1.32 CHF | 1.33 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 122,130 CHF | 123,168 CHF | 99.99% | 99.99% |
03/05/2024 | 1.50% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 86,327 | 86,327 | 115,138 CHF | 116,204 CHF | 96.78% | 96.78% |
02/05/2024 | 1.07% | 1.32 CHF | 1.33 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 124,639 CHF | 125,667 CHF | 99.47% | 99.47% |
30/04/2024 | 1.03% | 1.28 CHF | 1.29 CHF | 100,000 | 100,000 | 95,415 | 95,415 | 124,576 CHF | 125,598 CHF | 99.20% | 99.20% |
29/04/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 132,162 CHF | 133,162 CHF | 99.95% | 99.95% |
26/04/2024 | 1.15% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 93,132 | 93,132 | 122,068 CHF | 123,103 CHF | 95.45% | 95.45% |
25/04/2024 | 1.52% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 86,729 | 86,729 | 113,009 CHF | 114,074 CHF | 94.00% | 94.00% |