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 | 6.38% | 0.15 CHF | 0.16 CHF | 976,900 | 976,900 | 972,605 | 972,605 | 147,563 CHF | 157,290 CHF | 98.83% | 98.83% |
07/05/2024 | 6.96% | 0.14 CHF | 0.14 CHF | 887,300 | 887,300 | 897,814 | 897,814 | 124,631 CHF | 133,609 CHF | 97.66% | 97.66% |
06/05/2024 | 6.99% | 0.14 CHF | 0.15 CHF | 882,400 | 882,400 | 874,519 | 874,519 | 120,804 CHF | 129,549 CHF | 100.00% | 100.00% |
03/05/2024 | 6.80% | 0.14 CHF | 0.15 CHF | 859,200 | 859,200 | 855,658 | 855,658 | 121,651 CHF | 130,208 CHF | 100.00% | 100.00% |
02/05/2024 | 6.70% | 0.14 CHF | 0.16 CHF | 881,000 | 881,000 | 877,367 | 877,367 | 126,559 CHF | 135,333 CHF | 100.00% | 100.00% |
30/04/2024 | 7.10% | 0.14 CHF | 0.16 CHF | 1,068,500 | 1,068,500 | 1,048,860 | 1,048,860 | 142,813 CHF | 153,306 CHF | 100.00% | 100.00% |
29/04/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1,007,900 | 1,007,900 | 1,003,570 | 1,003,570 | 120,485 CHF | 130,523 CHF | 100.00% | 100.00% |
26/04/2024 | 7.67% | 0.13 CHF | 0.14 CHF | 944,500 | 944,500 | 940,695 | 940,695 | 117,973 CHF | 127,380 CHF | 99.63% | 99.63% |
25/04/2024 | 7.58% | 0.13 CHF | 0.14 CHF | 1,033,400 | 1,033,400 | 1,014,820 | 1,014,820 | 128,974 CHF | 139,122 CHF | 100.00% | 100.00% |
24/04/2024 | 7.70% | 0.13 CHF | 0.14 CHF | 1,008,000 | 1,008,000 | 1,003,840 | 1,003,840 | 125,433 CHF | 135,471 CHF | 99.79% | 99.79% |