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 | 0.56% | 3.15 CHF | 3.16 CHF | 100,000 | 100,000 | 40,545 | 40,545 | 127,403 CHF | 127,996 CHF | 99.40% | 99.40% |
07/05/2024 | 0.56% | 3.24 CHF | 3.25 CHF | 100,000 | 100,000 | 40,491 | 40,491 | 129,121 CHF | 129,714 CHF | 99.66% | 99.66% |
06/05/2024 | 0.59% | 3.07 CHF | 3.08 CHF | 100,000 | 100,000 | 40,492 | 40,492 | 121,960 CHF | 122,553 CHF | 99.66% | 99.66% |
03/05/2024 | 2.32% | 3.07 CHF | 3.08 CHF | 100,000 | 100,000 | 4,246 | 4,246 | 12,404 CHF | 12,645 CHF | 91.60% | 91.60% |
02/05/2024 | 1.14% | 2.81 CHF | 2.82 CHF | 100,000 | 100,000 | 22,022 | 22,022 | 59,507 CHF | 59,917 CHF | 83.97% | 83.97% |
30/04/2024 | 0.88% | 2.67 CHF | 2.73 CHF | 10,000 | 10,000 | 26,187 | 26,187 | 75,241 CHF | 75,767 CHF | 96.62% | 96.62% |
29/04/2024 | 0.63% | 2.68 CHF | 2.69 CHF | 100,000 | 100,000 | 40,757 | 40,757 | 113,553 CHF | 114,148 CHF | 98.36% | 98.36% |
26/04/2024 | 0.68% | 2.60 CHF | 2.61 CHF | 100,000 | 100,000 | 40,686 | 40,686 | 105,437 CHF | 106,031 CHF | 98.59% | 98.59% |
25/04/2024 | 0.83% | 2.13 CHF | 2.14 CHF | 100,000 | 100,000 | 46,852 | 40,010 | 100,063 CHF | 85,814 CHF | 98.39% | 98.39% |
24/04/2024 | 0.66% | 2.51 CHF | 2.52 CHF | 100,000 | 100,000 | 40,055 | 40,055 | 106,289 CHF | 106,872 CHF | 97.33% | 97.33% |