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 | 1.40% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,973 CHF | 71,973 CHF | 99.99% | 99.99% |
07/05/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,656 CHF | 73,656 CHF | 99.95% | 99.95% |
06/05/2024 | 2.10% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 68,996 CHF | 70,035 CHF | 99.99% | 99.99% |
03/05/2024 | 2.72% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 85,904 | 85,904 | 63,285 CHF | 64,356 CHF | 97.40% | 97.40% |
02/05/2024 | 2.06% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 94,458 | 94,458 | 64,545 CHF | 65,573 CHF | 99.47% | 99.47% |
30/04/2024 | 1.91% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 95,984 | 95,984 | 65,384 CHF | 66,404 CHF | 98.41% | 98.41% |
29/04/2024 | 1.43% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,536 CHF | 70,536 CHF | 99.95% | 99.95% |
26/04/2024 | 2.17% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 93,129 | 93,129 | 64,746 CHF | 65,781 CHF | 95.42% | 95.42% |
25/04/2024 | 2.85% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 87,339 | 87,339 | 59,905 CHF | 60,968 CHF | 93.58% | 93.58% |
24/04/2024 | 1.79% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 96,914 | 96,914 | 66,173 CHF | 67,189 CHF | 97.63% | 97.63% |