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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 8.95% | 0.11 CHF | 0.12 CHF | 234,200 | 234,200 | 129,117 | 129,117 | 14,317 CHF | 15,611 CHF | 100.00% | 100.00% |
10/05/2024 | 7.28% | 0.12 CHF | 0.13 CHF | 224,300 | 224,300 | 122,299 | 122,299 | 16,247 CHF | 17,472 CHF | 100.00% | 100.00% |
08/05/2024 | 9.39% | 0.11 CHF | 0.12 CHF | 250,200 | 250,200 | 136,872 | 136,872 | 14,272 CHF | 15,643 CHF | 97.88% | 97.88% |
07/05/2024 | 9.99% | 0.10 CHF | 0.11 CHF | 257,200 | 257,200 | 142,464 | 142,464 | 13,901 CHF | 15,329 CHF | 98.10% | 98.10% |
06/05/2024 | 9.58% | 0.10 CHF | 0.11 CHF | 279,000 | 279,000 | 153,875 | 153,875 | 15,648 CHF | 17,189 CHF | 100.00% | 100.00% |
03/05/2024 | 10.28% | 0.09 CHF | 0.10 CHF | 268,000 | 268,000 | 146,444 | 146,444 | 13,587 CHF | 15,054 CHF | 99.98% | 99.98% |
02/05/2024 | 10.93% | 0.10 CHF | 0.11 CHF | 289,300 | 289,300 | 106,868 | 106,868 | 9,459 CHF | 10,529 CHF | 99.99% | 99.99% |
30/04/2024 | 7.56% | 0.12 CHF | 0.13 CHF | 181,200 | 181,200 | 99,977 | 99,977 | 12,863 CHF | 13,865 CHF | 99.70% | 99.70% |
29/04/2024 | 6.95% | 0.16 CHF | 0.17 CHF | 197,500 | 197,500 | 109,439 | 109,439 | 15,677 CHF | 16,773 CHF | 98.02% | 98.02% |
26/04/2024 | 6.57% | 0.14 CHF | 0.14 CHF | 198,000 | 198,000 | 109,168 | 109,168 | 16,149 CHF | 17,243 CHF | 99.32% | 99.32% |