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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 5.35% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 277,797 | 100,000 | 50,540 CHF | 19,208 CHF | 99.95% | 99.95% |
06/05/2024 | 7.77% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 227,058 | 92,150 | 45,640 CHF | 19,539 CHF | 99.99% | 99.99% |
03/05/2024 | 9.56% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 201,325 | 85,858 | 42,106 CHF | 18,974 CHF | 97.47% | 97.47% |
02/05/2024 | 6.93% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 242,414 | 94,458 | 47,217 CHF | 19,443 CHF | 99.46% | 99.46% |
30/04/2024 | 7.34% | 0.16 CHF | 0.17 CHF | 320,000 | 100,000 | 267,766 | 95,415 | 48,180 CHF | 18,221 CHF | 99.20% | 99.20% |
29/04/2024 | 4.98% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 258,674 | 100,000 | 50,629 CHF | 20,597 CHF | 99.97% | 99.97% |
26/04/2024 | 7.93% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 252,788 | 93,132 | 46,586 CHF | 18,201 CHF | 95.45% | 95.45% |
25/04/2024 | 11.29% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 233,109 | 85,046 | 41,655 CHF | 16,223 CHF | 96.43% | 96.43% |
24/04/2024 | 5.91% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 239,180 | 96,912 | 48,320 CHF | 20,593 CHF | 97.62% | 97.62% |
23/04/2024 | 6.04% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 187,673 | 93,331 | 46,322 CHF | 24,051 CHF | 96.02% | 96.02% |