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 | 3.63% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 189,468 | 100,000 | 51,203 CHF | 28,047 CHF | 97.00% | 97.00% |
08/05/2024 | 3.84% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 200,000 | 100,000 | 51,138 CHF | 26,569 CHF | 99.99% | 99.99% |
07/05/2024 | 3.60% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 187,282 | 100,000 | 51,023 CHF | 28,273 CHF | 99.94% | 99.94% |
06/05/2024 | 5.28% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 160,982 | 92,150 | 47,298 CHF | 28,106 CHF | 99.99% | 99.99% |
03/05/2024 | 6.73% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 154,101 | 86,499 | 43,277 CHF | 25,404 CHF | 96.51% | 96.51% |
02/05/2024 | 6.10% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 206,505 | 94,455 | 47,331 CHF | 22,664 CHF | 99.47% | 99.47% |
30/04/2024 | 5.75% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 213,815 | 95,983 | 48,106 CHF | 22,708 CHF | 98.39% | 98.39% |
29/04/2024 | 4.09% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 210,577 | 100,000 | 50,393 CHF | 24,945 CHF | 99.94% | 99.94% |
26/04/2024 | 6.25% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 194,251 | 93,132 | 46,457 CHF | 23,313 CHF | 95.45% | 95.45% |
25/04/2024 | 9.37% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 181,042 | 85,040 | 41,781 CHF | 20,624 CHF | 96.44% | 96.44% |