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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 7.72% | 0.13 CHF | 0.14 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 37,363 CHF | 40,363 CHF | 100.00% | 100.00% |
08/05/2024 | 7.10% | 0.14 CHF | 0.14 CHF | 300,000 | 300,000 | 299,942 | 299,942 | 40,763 CHF | 43,763 CHF | 99.29% | 99.29% |
07/05/2024 | 7.20% | 0.13 CHF | 0.14 CHF | 300,000 | 300,000 | 299,878 | 299,878 | 40,253 CHF | 43,253 CHF | 99.81% | 99.81% |
06/05/2024 | 6.33% | 0.14 CHF | 0.16 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 45,923 CHF | 48,923 CHF | 100.00% | 100.00% |
03/05/2024 | 6.04% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 48,192 CHF | 51,192 CHF | 98.78% | 98.78% |
02/05/2024 | 6.56% | 0.14 CHF | 0.16 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 44,306 CHF | 47,306 CHF | 100.00% | 100.00% |
30/04/2024 | 7.33% | 0.11 CHF | 0.12 CHF | 300,000 | 300,000 | 299,720 | 299,720 | 39,680 CHF | 42,680 CHF | 99.99% | 99.99% |
29/04/2024 | 6.54% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 44,451 CHF | 47,451 CHF | 99.85% | 99.85% |
26/04/2024 | 7.04% | 0.15 CHF | 0.16 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 41,253 CHF | 44,253 CHF | 99.39% | 99.39% |
25/04/2024 | 7.28% | 0.14 CHF | 0.14 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 39,740 CHF | 42,740 CHF | 99.92% | 99.92% |