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 | 1.74% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,131 CHF | 58,131 CHF | 100.00% | 100.00% |
07/05/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,053 CHF | 58,053 CHF | 99.95% | 99.95% |
06/05/2024 | 2.68% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 54,243 CHF | 55,282 CHF | 99.99% | 99.99% |
03/05/2024 | 3.41% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 85,889 | 85,889 | 51,176 CHF | 52,246 CHF | 97.42% | 97.42% |
02/05/2024 | 2.39% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 94,458 | 94,458 | 54,992 CHF | 56,019 CHF | 99.47% | 99.47% |
30/04/2024 | 2.35% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 95,425 | 95,425 | 54,173 CHF | 55,195 CHF | 99.19% | 99.19% |
29/04/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,389 CHF | 59,389 CHF | 99.97% | 99.97% |
26/04/2024 | 2.62% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 93,132 | 93,132 | 53,326 CHF | 54,360 CHF | 95.45% | 95.45% |
25/04/2024 | 3.67% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 85,068 | 85,068 | 48,117 CHF | 49,190 CHF | 96.40% | 96.40% |
24/04/2024 | 2.06% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 96,911 | 96,911 | 57,229 CHF | 58,244 CHF | 97.59% | 97.59% |