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 | 1.15% | 0.87 CHF | 0.88 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 25,976 CHF | 26,276 CHF | 99.52% | 99.52% |
07/05/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 27,128 CHF | 27,428 CHF | 99.54% | 99.54% |
06/05/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 26,677 CHF | 26,977 CHF | 99.54% | 99.54% |
03/05/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 27,608 CHF | 27,908 CHF | 99.52% | 99.52% |
02/05/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 30,000 | 30,000 | 26,760 | 26,760 | 25,279 CHF | 25,546 CHF | 99.40% | 99.47% |
30/04/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,802 CHF | 25,052 CHF | 99.49% | 99.57% |
29/04/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,474 CHF | 24,724 CHF | 99.51% | 99.51% |
26/04/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,287 CHF | 25,537 CHF | 99.50% | 99.50% |
25/04/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,729 CHF | 25,979 CHF | 99.54% | 99.54% |
24/04/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,843 CHF | 26,093 CHF | 99.59% | 99.59% |