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 | 1.57% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,352 CHF | 64,352 CHF | 98.67% | 98.67% |
08/05/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,894 CHF | 62,894 CHF | 99.99% | 99.99% |
07/05/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,546 CHF | 64,546 CHF | 99.94% | 99.94% |
06/05/2024 | 2.39% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 60,599 CHF | 61,638 CHF | 99.99% | 99.99% |
03/05/2024 | 3.09% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 85,920 | 85,920 | 55,478 CHF | 56,548 CHF | 97.38% | 97.38% |
02/05/2024 | 2.38% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 94,424 | 94,424 | 55,938 CHF | 56,966 CHF | 98.90% | 98.90% |
30/04/2024 | 2.20% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 95,984 | 95,984 | 56,640 CHF | 57,660 CHF | 98.41% | 98.41% |
29/04/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,380 CHF | 61,380 CHF | 99.94% | 99.94% |
26/04/2024 | 2.50% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 93,128 | 93,128 | 56,220 CHF | 57,254 CHF | 95.40% | 95.40% |
25/04/2024 | 3.56% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 85,287 | 85,287 | 50,688 CHF | 51,762 CHF | 96.52% | 96.52% |