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 | 1.60% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 87,895 | 57,766 | 54,505 CHF | 36,399 CHF | 99.23% | 99.23% |
07/05/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 84,341 | 57,766 | 56,152 CHF | 38,974 CHF | 99.51% | 99.51% |
06/05/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 92,167 | 57,739 | 54,811 CHF | 34,885 CHF | 99.52% | 99.52% |
03/05/2024 | 1.99% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 106,600 | 57,613 | 53,127 CHF | 30,083 CHF | 98.97% | 98.97% |
02/05/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 111,403 | 57,720 | 52,238 CHF | 27,480 CHF | 99.42% | 99.42% |
30/04/2024 | 1.91% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 101,487 | 56,673 | 52,506 CHF | 29,614 CHF | 97.00% | 97.00% |
29/04/2024 | 1.68% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 90,707 | 57,783 | 53,637 CHF | 34,027 CHF | 98.91% | 98.91% |
26/04/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,438 CHF | 43,365 CHF | 13.52% | 13.52% |
25/04/2024 | 1.77% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 94,943 | 57,341 | 53,138 CHF | 31,874 CHF | 98.12% | 98.12% |
24/04/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 84,324 | 58,522 | 58,944 CHF | 41,466 CHF | 97.30% | 97.30% |