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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 7.86% | 0.21 CHF | 0.22 CHF | 240,000 | 75,000 | 253,261 | 75,000 | 50,444 CHF | 16,182 CHF | 92.95% | 92.95% |
13/05/2024 | 6.65% | 0.23 CHF | 0.24 CHF | 220,000 | 75,000 | 215,980 | 75,000 | 50,495 CHF | 18,762 CHF | 95.75% | 95.75% |
10/05/2024 | 6.30% | 0.24 CHF | 0.26 CHF | 210,000 | 100,000 | 210,176 | 100,000 | 50,392 CHF | 25,544 CHF | 99.52% | 99.52% |
08/05/2024 | 7.22% | 0.21 CHF | 0.23 CHF | 240,000 | 100,000 | 246,309 | 100,000 | 50,446 CHF | 22,047 CHF | 98.96% | 98.96% |
07/05/2024 | 7.40% | 0.19 CHF | 0.21 CHF | 270,000 | 100,000 | 257,482 | 100,000 | 50,499 CHF | 21,148 CHF | 95.68% | 95.68% |
06/05/2024 | 6.96% | 0.19 CHF | 0.21 CHF | 270,000 | 100,000 | 275,626 | 100,000 | 50,950 CHF | 19,830 CHF | 94.73% | 94.73% |
03/05/2024 | 9.02% | 0.16 CHF | 0.18 CHF | 320,000 | 100,000 | 296,600 | 100,000 | 50,816 CHF | 18,786 CHF | 95.69% | 95.69% |
02/05/2024 | 7.93% | 0.17 CHF | 0.19 CHF | 300,000 | 100,000 | 286,191 | 100,000 | 50,586 CHF | 19,150 CHF | 99.41% | 99.41% |
30/04/2024 | 8.24% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 277,156 | 100,000 | 50,656 CHF | 19,854 CHF | 100.00% | 100.00% |
29/04/2024 | 6.64% | 0.19 CHF | 0.21 CHF | 270,000 | 100,000 | 270,458 | 100,000 | 51,259 CHF | 20,259 CHF | 97.32% | 97.32% |