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 | 4.90% | 0.15 CHF | 0.17 CHF | 164,268 | 75,000 | 165,788 | 75,000 | 33,234 CHF | 15,781 CHF | 9.42% | 9.43% |
07/05/2024 | 6.30% | 0.24 CHF | 0.25 CHF | 166,703 | 100,000 | 76,448 | 61,338 | 18,840 CHF | 16,126 CHF | 98.69% | 98.69% |
06/05/2024 | 1.80% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,081 CHF | 56,081 CHF | 99.38% | 99.38% |
03/05/2024 | 1.50% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,606 CHF | 67,606 CHF | 98.63% | 98.63% |
02/05/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,835 CHF | 77,835 CHF | 99.13% | 99.13% |
30/04/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,807 CHF | 72,807 CHF | 96.15% | 96.15% |
29/04/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,757 CHF | 71,757 CHF | 100.00% | 100.00% |
26/04/2024 | 1.31% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,811 CHF | 76,811 CHF | 99.60% | 99.60% |
25/04/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,222 CHF | 84,222 CHF | 97.19% | 97.19% |
24/04/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,371 CHF | 77,371 CHF | 100.00% | 100.00% |