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 | 3.68% | 0.37 CHF | 0.38 CHF | 140,000 | 75,000 | 146,484 | 75,000 | 51,902 CHF | 27,638 CHF | 100.00% | 100.00% |
07/05/2024 | 3.07% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 128,134 | 75,000 | 52,139 CHF | 31,493 CHF | 98.86% | 98.86% |
06/05/2024 | 3.78% | 0.37 CHF | 0.38 CHF | 140,000 | 75,000 | 147,698 | 75,000 | 51,514 CHF | 27,197 CHF | 100.00% | 100.00% |
03/05/2024 | 3.04% | 0.33 CHF | 0.35 CHF | 160,000 | 100,000 | 153,157 | 100,000 | 51,926 CHF | 34,998 CHF | 92.72% | 92.72% |
02/05/2024 | 3.68% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 192,373 | 100,000 | 51,291 CHF | 27,747 CHF | 99.13% | 99.13% |
30/04/2024 | 4.84% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 249,860 | 100,000 | 50,343 CHF | 21,181 CHF | 98.43% | 98.43% |
29/04/2024 | 5.17% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 269,545 | 100,000 | 50,786 CHF | 19,867 CHF | 100.00% | 100.00% |
26/04/2024 | 5.78% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 303,485 | 100,000 | 50,986 CHF | 17,826 CHF | 99.60% | 99.60% |
25/04/2024 | 6.50% | 0.14 CHF | 0.15 CHF | 360,000 | 100,000 | 341,437 | 100,000 | 50,841 CHF | 15,938 CHF | 99.42% | 99.42% |
24/04/2024 | 5.65% | 0.15 CHF | 0.16 CHF | 340,000 | 100,000 | 295,657 | 100,000 | 50,845 CHF | 18,270 CHF | 100.00% | 100.00% |