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 | 6.17% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 298,114 | 100,000 | 46,958 CHF | 16,766 CHF | 99.74% | 99.74% |
07/05/2024 | 7.68% | 0.13 CHF | 0.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 37,635 CHF | 13,545 CHF | 90.72% | 90.72% |
06/05/2024 | 6.76% | 0.12 CHF | 0.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 43,019 CHF | 15,340 CHF | 97.92% | 97.92% |
03/05/2024 | 6.88% | 0.13 CHF | 0.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 42,152 CHF | 15,051 CHF | 97.84% | 97.84% |
02/05/2024 | 7.18% | 0.13 CHF | 0.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 40,323 CHF | 14,441 CHF | 99.41% | 99.41% |
30/04/2024 | 6.53% | 0.14 CHF | 0.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 44,459 CHF | 15,820 CHF | 98.23% | 98.23% |
29/04/2024 | 6.55% | 0.14 CHF | 0.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 44,377 CHF | 15,792 CHF | 95.95% | 95.95% |
26/04/2024 | 6.35% | 0.15 CHF | 0.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 45,867 CHF | 16,289 CHF | 97.95% | 97.95% |
25/04/2024 | 7.62% | 0.14 CHF | 0.15 CHF | 300,000 | 100,000 | 299,789 | 99,947 | 38,029 CHF | 13,678 CHF | 98.73% | 98.73% |
24/04/2024 | 5.10% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 266,796 | 100,000 | 50,935 CHF | 20,110 CHF | 99.90% | 99.90% |