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 | - | 0.98 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.01% |
07/05/2024 | - | 0.99 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.74% |
06/05/2024 | 1.05% | 0.97 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 424,830 CHF | 143,110 CHF | 8.32% | 97.86% |
03/05/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 449,986 | 150,000 | 401,260 CHF | 135,257 CHF | 97.97% | 97.97% |
02/05/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 393,243 CHF | 132,581 CHF | 97.84% | 97.84% |
30/04/2024 | 1.10% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 406,983 CHF | 137,161 CHF | 98.27% | 98.27% |
29/04/2024 | 1.05% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 426,712 CHF | 143,737 CHF | 97.98% | 97.98% |
26/04/2024 | 0.97% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 460,790 CHF | 155,097 CHF | 99.42% | 99.42% |
25/04/2024 | 1.10% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 406,542 CHF | 137,014 CHF | 99.17% | 99.17% |
24/04/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 446,384 CHF | 150,295 CHF | 99.29% | 99.29% |