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 | 0.83% | 1.87 CHF | 1.88 CHF | 100,000 | 100,000 | 61,311 | 61,311 | 114,111 CHF | 115,001 CHF | 98.92% | 98.92% |
06/05/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 156,290 CHF | 157,290 CHF | 99.38% | 99.38% |
03/05/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 144,901 CHF | 145,901 CHF | 98.53% | 98.53% |
02/05/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 134,750 CHF | 135,750 CHF | 99.03% | 99.03% |
30/04/2024 | 0.71% | 1.37 CHF | 1.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,911 CHF | 140,911 CHF | 99.99% | 99.99% |
29/04/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,076 CHF | 142,076 CHF | 100.00% | 100.00% |
26/04/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 136,146 CHF | 137,146 CHF | 98.49% | 98.49% |
25/04/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,800 CHF | 129,800 CHF | 99.28% | 99.28% |
24/04/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 135,810 CHF | 136,810 CHF | 100.00% | 100.00% |
23/04/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 134,729 CHF | 135,729 CHF | 100.00% | 100.00% |