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 | 9.27% | 0.10 CHF | 0.11 CHF | 667,900 | 667,900 | 667,900 | 667,900 | 68,758 CHF | 75,437 CHF | 99.25% | 99.25% |
07/05/2024 | 8.80% | 0.10 CHF | 0.11 CHF | 627,300 | 627,300 | 627,226 | 627,226 | 68,204 CHF | 74,477 CHF | 95.46% | 95.46% |
06/05/2024 | 8.90% | 0.11 CHF | 0.12 CHF | 621,300 | 621,300 | 621,300 | 621,300 | 66,799 CHF | 73,012 CHF | 98.41% | 98.41% |
03/05/2024 | 8.26% | 0.12 CHF | 0.13 CHF | 466,600 | 466,600 | 466,663 | 466,663 | 54,305 CHF | 58,972 CHF | 100.00% | 100.00% |
02/05/2024 | 6.85% | 0.14 CHF | 0.16 CHF | 470,700 | 470,700 | 470,649 | 470,649 | 66,451 CHF | 71,158 CHF | 100.00% | 100.00% |
30/04/2024 | 6.97% | 0.14 CHF | 0.16 CHF | 530,400 | 530,400 | 530,236 | 530,236 | 73,499 CHF | 78,803 CHF | 100.00% | 100.00% |
29/04/2024 | 7.50% | 0.14 CHF | 0.14 CHF | 536,300 | 536,300 | 525,914 | 525,914 | 67,608 CHF | 72,868 CHF | 99.99% | 99.99% |
26/04/2024 | 6.93% | 0.13 CHF | 0.14 CHF | 446,600 | 446,600 | 456,402 | 456,402 | 63,713 CHF | 68,277 CHF | 98.65% | 98.65% |
25/04/2024 | 6.26% | 0.15 CHF | 0.16 CHF | 506,900 | 506,900 | 508,966 | 508,966 | 78,843 CHF | 83,933 CHF | 99.98% | 99.98% |
24/04/2024 | 7.33% | 0.14 CHF | 0.14 CHF | 510,500 | 510,500 | 501,773 | 501,773 | 66,039 CHF | 71,057 CHF | 99.71% | 99.71% |