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 | 6.48% | 0.16 CHF | 0.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 44,902 CHF | 15,967 CHF | 99.74% | 99.74% |
07/05/2024 | 7.88% | 0.13 CHF | 0.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 36,631 CHF | 13,210 CHF | 90.72% | 90.72% |
06/05/2024 | 7.28% | 0.12 CHF | 0.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 39,826 CHF | 14,276 CHF | 97.92% | 97.92% |
03/05/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 39,042 CHF | 14,014 CHF | 97.84% | 97.84% |
02/05/2024 | 7.60% | 0.12 CHF | 0.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 38,023 CHF | 13,675 CHF | 95.54% | 95.54% |
30/04/2024 | 7.17% | 0.13 CHF | 0.14 CHF | 300,000 | 100,000 | 299,706 | 99,926 | 40,386 CHF | 14,465 CHF | 70.95% | 98.23% |
29/04/2024 | 7.18% | 0.13 CHF | 0.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 40,308 CHF | 14,436 CHF | 95.95% | 95.95% |
26/04/2024 | 7.02% | 0.14 CHF | 0.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 41,258 CHF | 14,753 CHF | 95.52% | 98.27% |
25/04/2024 | 7.85% | 0.14 CHF | 0.15 CHF | 300,000 | 100,000 | 299,734 | 99,933 | 36,829 CHF | 13,279 CHF | 83.35% | 98.73% |
24/04/2024 | 5.93% | 0.16 CHF | 0.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 49,103 CHF | 17,368 CHF | 99.90% | 99.90% |