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 | 1.05% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 66,858 | 55,291 | 63,556 CHF | 53,056 CHF | 93.75% | 97.05% |
07/05/2024 | - | 0.99 CHF | - CHF | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.52% |
06/05/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 68,671 | 57,740 | 63,146 CHF | 53,683 CHF | 99.53% | 99.53% |
03/05/2024 | 1.24% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 76,189 | 57,760 | 61,885 CHF | 48,011 CHF | 99.31% | 99.31% |
02/05/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 76,509 | 57,759 | 58,515 CHF | 44,642 CHF | 99.52% | 99.52% |
30/04/2024 | 1.21% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 74,504 | 56,673 | 61,086 CHF | 46,843 CHF | 97.00% | 97.00% |
29/04/2024 | 1.10% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 68,714 | 57,782 | 61,734 CHF | 52,086 CHF | 98.91% | 98.91% |
26/04/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,869 CHF | 60,369 CHF | 13.52% | 13.52% |
25/04/2024 | 1.18% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 69,195 | 57,284 | 57,735 CHF | 47,872 CHF | 97.99% | 97.99% |
24/04/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 61,508 | 58,520 | 61,913 CHF | 59,466 CHF | 97.29% | 97.29% |