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 | 9.36% | 0.11 CHF | 0.12 CHF | 674,700 | 674,700 | 302,080 | 302,080 | 31,060 CHF | 34,087 CHF | 99.77% | 99.77% |
06/05/2024 | 8.52% | 0.12 CHF | 0.13 CHF | 649,900 | 649,900 | 291,144 | 291,144 | 33,195 CHF | 36,112 CHF | 100.00% | 100.00% |
03/05/2024 | 8.80% | 0.11 CHF | 0.12 CHF | 701,500 | 701,500 | 305,307 | 305,307 | 33,795 CHF | 36,854 CHF | 99.98% | 99.98% |
02/05/2024 | 10.08% | 0.10 CHF | 0.11 CHF | 841,000 | 841,000 | 382,898 | 382,898 | 37,285 CHF | 41,121 CHF | 100.00% | 100.00% |
30/04/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 819,500 | 819,500 | 361,608 | 361,608 | 32,362 CHF | 35,985 CHF | 99.99% | 99.99% |
29/04/2024 | 10.69% | 0.09 CHF | 0.10 CHF | 949,100 | 949,100 | 411,334 | 411,334 | 36,912 CHF | 41,033 CHF | 99.75% | 99.75% |
26/04/2024 | 11.97% | 0.08 CHF | 0.09 CHF | 997,400 | 997,400 | 446,313 | 446,313 | 35,593 CHF | 40,065 CHF | 99.34% | 99.34% |
25/04/2024 | 13.02% | 0.07 CHF | 0.08 CHF | 1,049,900 | 1,049,900 | 470,042 | 470,042 | 33,871 CHF | 38,580 CHF | 100.00% | 100.00% |
24/04/2024 | 13.00% | 0.07 CHF | 0.08 CHF | 1,079,900 | 1,079,900 | 483,350 | 483,350 | 34,923 CHF | 39,766 CHF | 99.60% | 99.60% |
23/04/2024 | 13.71% | 0.07 CHF | 0.08 CHF | 1,145,700 | 1,145,700 | 509,703 | 509,703 | 34,809 CHF | 39,916 CHF | 100.00% | 100.00% |