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 | 8.14% | 0.32 CHF | 0.35 CHF | 145,745 | 50,000 | 149,682 | 50,000 | 45,315 CHF | 16,428 CHF | 99.90% | 99.90% |
08/05/2024 | 7.99% | 0.30 CHF | 0.33 CHF | 150,298 | 50,000 | 150,968 | 50,000 | 46,216 CHF | 16,588 CHF | 91.88% | 91.88% |
07/05/2024 | 7.51% | 0.31 CHF | 0.34 CHF | 148,634 | 50,000 | 152,083 | 50,000 | 46,177 CHF | 16,369 CHF | 93.51% | 93.51% |
06/05/2024 | 8.10% | 0.28 CHF | 0.31 CHF | 156,227 | 50,000 | 158,211 | 50,000 | 43,761 CHF | 15,004 CHF | 86.08% | 86.08% |
03/05/2024 | 7.09% | 0.29 CHF | 0.31 CHF | 155,043 | 50,000 | 160,201 | 50,000 | 43,977 CHF | 14,759 CHF | 81.70% | 81.70% |
02/05/2024 | 5.71% | 0.26 CHF | 0.27 CHF | 168,429 | 50,000 | 161,578 | 50,000 | 44,758 CHF | 14,678 CHF | 92.77% | 92.77% |
30/04/2024 | 5.61% | 0.28 CHF | 0.30 CHF | 160,754 | 50,000 | 164,845 | 50,000 | 44,034 CHF | 14,132 CHF | 74.01% | 74.01% |
29/04/2024 | 5.81% | 0.30 CHF | 0.33 CHF | 156,974 | 50,000 | 161,102 | 50,000 | 45,678 CHF | 15,034 CHF | 71.41% | 71.41% |
26/04/2024 | 5.75% | 0.29 CHF | 0.31 CHF | 159,376 | 50,000 | 164,909 | 50,000 | 44,410 CHF | 14,266 CHF | 69.87% | 69.87% |
25/04/2024 | 4.94% | 0.26 CHF | 0.28 CHF | 166,766 | 50,000 | 163,518 | 50,000 | 44,992 CHF | 14,463 CHF | 96.09% | 96.09% |