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% | 0.82 CHF | 0.83 CHF | 70,000 | 25,000 | 69,480 | 25,000 | 56,061 CHF | 20,463 CHF | 100.00% | 100.00% |
07/05/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 70,000 | 25,000 | 61,869 | 25,000 | 54,551 CHF | 22,373 CHF | 98.92% | 98.92% |
06/05/2024 | 1.28% | 0.88 CHF | 0.89 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,391 CHF | 22,532 CHF | 100.00% | 100.00% |
03/05/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 60,000 | 25,000 | 59,708 | 25,000 | 57,625 CHF | 24,392 CHF | 98.35% | 98.35% |
02/05/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 50,000 | 25,000 | 56,429 | 25,000 | 55,639 CHF | 24,941 CHF | 99.12% | 99.12% |
30/04/2024 | 1.05% | 1.02 CHF | 1.03 CHF | 50,000 | 25,000 | 53,171 | 25,000 | 52,980 CHF | 25,223 CHF | 100.00% | 100.00% |
29/04/2024 | 1.15% | 0.93 CHF | 0.94 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,618 CHF | 23,022 CHF | 100.00% | 100.00% |
26/04/2024 | 1.02% | 0.94 CHF | 0.95 CHF | 60,000 | 25,000 | 59,821 | 25,000 | 58,149 CHF | 24,553 CHF | 99.27% | 99.27% |
25/04/2024 | 1.14% | 0.97 CHF | 0.99 CHF | 60,000 | 25,000 | 59,980 | 25,000 | 55,091 CHF | 23,226 CHF | 98.90% | 98.90% |
24/04/2024 | 1.41% | 0.86 CHF | 0.87 CHF | 60,000 | 25,000 | 68,364 | 25,000 | 55,000 CHF | 20,426 CHF | 100.00% | 100.00% |