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 | 3.76% | 0.53 CHF | 0.55 CHF | 100,000 | 25,000 | 99,302 | 25,000 | 52,956 CHF | 13,848 CHF | 91.95% | 91.95% |
08/05/2024 | 4.31% | 0.47 CHF | 0.49 CHF | 110,000 | 25,000 | 112,451 | 25,000 | 52,000 CHF | 12,078 CHF | 98.66% | 98.66% |
07/05/2024 | 4.39% | 0.48 CHF | 0.50 CHF | 110,000 | 25,000 | 116,491 | 25,000 | 52,395 CHF | 11,760 CHF | 98.39% | 98.39% |
06/05/2024 | 4.28% | 0.45 CHF | 0.47 CHF | 120,000 | 25,000 | 113,699 | 25,000 | 52,395 CHF | 12,034 CHF | 100.00% | 100.00% |
03/05/2024 | 4.32% | 0.45 CHF | 0.47 CHF | 120,000 | 25,000 | 118,654 | 25,000 | 52,360 CHF | 11,529 CHF | 98.32% | 98.32% |
02/05/2024 | 5.02% | 0.37 CHF | 0.39 CHF | 140,000 | 25,000 | 136,403 | 25,000 | 51,784 CHF | 9,993 CHF | 98.91% | 98.91% |
30/04/2024 | 4.83% | 0.37 CHF | 0.39 CHF | 140,000 | 25,000 | 130,157 | 25,000 | 52,115 CHF | 10,508 CHF | 100.00% | 100.00% |
29/04/2024 | 4.43% | 0.42 CHF | 0.44 CHF | 120,000 | 25,000 | 120,215 | 25,000 | 52,813 CHF | 11,482 CHF | 99.54% | 99.54% |
26/04/2024 | 4.62% | 0.44 CHF | 0.46 CHF | 120,000 | 25,000 | 127,298 | 25,000 | 52,621 CHF | 10,834 CHF | 95.37% | 95.37% |
25/04/2024 | 5.11% | 0.40 CHF | 0.42 CHF | 130,000 | 25,000 | 136,735 | 25,000 | 51,648 CHF | 9,949 CHF | 96.56% | 96.56% |