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 | 4.19% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 216,433 | 100,000 | 50,529 CHF | 24,357 CHF | 100.00% | 100.00% |
07/05/2024 | 4.21% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 217,186 | 100,000 | 50,527 CHF | 24,281 CHF | 99.95% | 99.95% |
06/05/2024 | 6.23% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 182,930 | 92,150 | 46,105 CHF | 24,234 CHF | 99.99% | 99.99% |
03/05/2024 | 7.77% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 167,191 | 85,794 | 43,425 CHF | 23,308 CHF | 96.39% | 96.39% |
02/05/2024 | 5.55% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 191,737 | 94,459 | 47,124 CHF | 24,250 CHF | 99.47% | 99.47% |
30/04/2024 | 5.75% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 207,063 | 95,419 | 47,812 CHF | 23,076 CHF | 99.20% | 99.20% |
29/04/2024 | 3.97% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 203,959 | 100,000 | 50,311 CHF | 25,681 CHF | 99.97% | 99.97% |
26/04/2024 | 6.26% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 197,805 | 93,132 | 46,481 CHF | 22,923 CHF | 95.45% | 95.45% |
25/04/2024 | 8.88% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 182,620 | 85,040 | 41,897 CHF | 20,542 CHF | 96.44% | 96.44% |
24/04/2024 | 4.76% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 192,817 | 96,911 | 48,732 CHF | 25,502 CHF | 97.59% | 97.59% |