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 | 6.15% | 0.16 CHF | 0.17 CHF | 430,600 | 430,600 | 432,134 | 432,134 | 68,183 CHF | 72,504 CHF | 100.00% | 100.00% |
08/05/2024 | 5.84% | 0.16 CHF | 0.17 CHF | 534,500 | 534,500 | 532,152 | 532,152 | 88,573 CHF | 93,895 CHF | 98.83% | 98.83% |
07/05/2024 | 6.87% | 0.13 CHF | 0.14 CHF | 463,000 | 463,000 | 468,451 | 468,451 | 65,853 CHF | 70,538 CHF | 97.66% | 97.66% |
06/05/2024 | 6.97% | 0.14 CHF | 0.15 CHF | 450,900 | 450,900 | 446,871 | 446,871 | 61,919 CHF | 66,388 CHF | 100.00% | 100.00% |
03/05/2024 | 6.52% | 0.15 CHF | 0.16 CHF | 429,500 | 429,500 | 427,729 | 427,729 | 63,531 CHF | 67,808 CHF | 100.00% | 100.00% |
02/05/2024 | 6.42% | 0.15 CHF | 0.16 CHF | 449,200 | 449,200 | 447,348 | 447,348 | 67,513 CHF | 71,986 CHF | 100.00% | 100.00% |
30/04/2024 | 7.09% | 0.15 CHF | 0.16 CHF | 621,200 | 621,200 | 609,908 | 609,908 | 83,362 CHF | 89,463 CHF | 100.00% | 100.00% |
29/04/2024 | 9.05% | 0.11 CHF | 0.12 CHF | 577,800 | 577,800 | 575,316 | 575,316 | 60,720 CHF | 66,474 CHF | 100.00% | 100.00% |
26/04/2024 | 8.24% | 0.11 CHF | 0.12 CHF | 512,300 | 512,300 | 510,235 | 510,235 | 59,480 CHF | 64,582 CHF | 99.63% | 99.63% |
25/04/2024 | 7.99% | 0.13 CHF | 0.14 CHF | 590,600 | 590,600 | 579,953 | 579,953 | 69,857 CHF | 75,657 CHF | 100.00% | 100.00% |