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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,056 CHF | 96,056 CHF | 99.94% | 99.94% |
06/05/2024 | 1.62% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 89,654 CHF | 90,693 CHF | 99.99% | 99.99% |
03/05/2024 | 2.02% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 86,956 | 86,956 | 83,512 CHF | 84,578 CHF | 95.87% | 95.87% |
02/05/2024 | 1.55% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 85,779 CHF | 86,807 CHF | 99.46% | 99.46% |
30/04/2024 | 1.44% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 95,984 | 95,984 | 86,888 CHF | 87,908 CHF | 98.41% | 98.41% |
29/04/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,920 CHF | 92,920 CHF | 99.95% | 99.95% |
26/04/2024 | 1.64% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 93,132 | 93,132 | 85,588 CHF | 86,623 CHF | 95.45% | 95.45% |
25/04/2024 | 2.34% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 85,040 | 85,040 | 77,376 CHF | 78,451 CHF | 96.44% | 96.44% |
24/04/2024 | 1.35% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 96,913 | 96,913 | 87,906 CHF | 88,922 CHF | 97.59% | 97.59% |
23/04/2024 | 1.59% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 93,328 | 93,328 | 87,172 CHF | 88,206 CHF | 96.02% | 96.02% |