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 | - | 2.67 CHF | - CHF | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.41% |
07/05/2024 | - | 2.78 CHF | - CHF | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.66% |
06/05/2024 | 0.80% | 2.57 CHF | 2.56 CHF | 100,000 | 20,000 | 25,149 | 24,615 | 62,883 CHF | 62,046 CHF | 67.14% | 96.81% |
03/05/2024 | 2.82% | 2.59 CHF | 2.60 CHF | 100,000 | 100,000 | 4,254 | 4,254 | 10,274 CHF | 10,515 CHF | 91.72% | 91.72% |
02/05/2024 | 1.44% | 2.27 CHF | 2.28 CHF | 100,000 | 100,000 | 29,076 | 22,023 | 62,363 CHF | 47,713 CHF | 83.97% | 83.97% |
30/04/2024 | 1.07% | 2.15 CHF | 2.21 CHF | 10,000 | 10,000 | 33,135 | 26,187 | 78,716 CHF | 62,667 CHF | 96.62% | 96.62% |
29/04/2024 | 0.76% | 2.17 CHF | 2.18 CHF | 100,000 | 100,000 | 47,507 | 40,759 | 108,747 CHF | 93,500 CHF | 98.36% | 98.36% |
26/04/2024 | 0.84% | 2.08 CHF | 2.09 CHF | 100,000 | 100,000 | 47,416 | 40,654 | 98,975 CHF | 85,170 CHF | 98.53% | 98.53% |
25/04/2024 | 1.09% | 1.60 CHF | 1.61 CHF | 100,000 | 100,000 | 51,437 | 40,030 | 82,723 CHF | 64,675 CHF | 98.43% | 98.43% |
24/04/2024 | 0.80% | 2.00 CHF | 2.01 CHF | 100,000 | 100,000 | 47,225 | 40,300 | 102,089 CHF | 87,242 CHF | 97.73% | 97.73% |