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 | 5.33% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 259,463 | 259,435 | 47,381 CHF | 49,970 CHF | 99.27% | 99.27% |
07/05/2024 | 4.56% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 53,667 CHF | 56,167 CHF | 99.27% | 99.27% |
06/05/2024 | 5.40% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 261,060 | 261,060 | 47,038 CHF | 49,649 CHF | 99.27% | 99.27% |
03/05/2024 | 5.49% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 283,172 | 283,183 | 50,085 CHF | 52,919 CHF | 99.15% | 99.15% |
02/05/2024 | 7.22% | 0.13 CHF | 0.14 CHF | 300,000 | 300,000 | 299,969 | 300,000 | 40,232 CHF | 43,237 CHF | 99.19% | 99.19% |
30/04/2024 | 9.66% | 0.10 CHF | 0.11 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 29,624 CHF | 32,624 CHF | 99.26% | 99.26% |
29/04/2024 | 10.33% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 27,593 CHF | 30,593 CHF | 99.18% | 99.18% |
26/04/2024 | 11.56% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 24,531 CHF | 27,531 CHF | 99.25% | 99.25% |
25/04/2024 | 12.70% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 300,349 | 300,000 | 22,248 CHF | 25,224 CHF | 98.35% | 98.35% |
24/04/2024 | 11.02% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 25,857 CHF | 28,857 CHF | 99.25% | 99.25% |