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 | 3.12% | 0.88 CHF | 0.91 CHF | 60,000 | 50,000 | 65,115 | 50,000 | 53,929 CHF | 42,867 CHF | 99.42% | 99.42% |
08/05/2024 | 3.27% | 0.63 CHF | 0.65 CHF | 80,000 | 50,000 | 82,998 | 50,000 | 52,748 CHF | 32,871 CHF | 98.83% | 98.83% |
07/05/2024 | 4.29% | 0.52 CHF | 0.54 CHF | 100,000 | 50,000 | 102,846 | 50,000 | 51,823 CHF | 26,337 CHF | 97.06% | 97.06% |
06/05/2024 | 3.77% | 0.56 CHF | 0.58 CHF | 90,000 | 50,000 | 98,169 | 50,000 | 53,162 CHF | 28,134 CHF | 100.00% | 100.00% |
03/05/2024 | 3.64% | 0.52 CHF | 0.54 CHF | 100,000 | 50,000 | 99,215 | 50,000 | 53,572 CHF | 28,007 CHF | 97.94% | 97.94% |
02/05/2024 | 4.27% | 0.50 CHF | 0.52 CHF | 100,000 | 50,000 | 100,771 | 50,000 | 52,082 CHF | 26,980 CHF | 99.40% | 99.40% |
30/04/2024 | 3.89% | 0.59 CHF | 0.61 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,235 CHF | 30,169 CHF | 99.37% | 99.37% |
29/04/2024 | 3.63% | 0.57 CHF | 0.59 CHF | 90,000 | 50,000 | 94,748 | 50,000 | 52,485 CHF | 28,738 CHF | 100.00% | 100.00% |
26/04/2024 | 3.28% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 101,281 | 75,000 | 51,613 CHF | 39,515 CHF | 98.59% | 98.59% |
25/04/2024 | 4.09% | 0.43 CHF | 0.45 CHF | 120,000 | 75,000 | 115,263 | 75,000 | 51,666 CHF | 35,103 CHF | 98.79% | 98.79% |