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 | 6.82% | 0.76 CHF | 0.79 CHF | 70,000 | 50,000 | 70,247 | 18,659 | 52,963 CHF | 14,670 CHF | 99.51% | 99.51% |
10/05/2024 | 7.88% | 0.72 CHF | 0.75 CHF | 70,000 | 50,000 | 79,128 | 18,529 | 52,040 CHF | 13,428 CHF | 98.56% | 98.56% |
08/05/2024 | 6.57% | 0.78 CHF | 0.81 CHF | 70,000 | 30,000 | 69,998 | 11,033 | 55,272 CHF | 9,179 CHF | 98.45% | 98.45% |
07/05/2024 | 10.55% | 0.80 CHF | 0.85 CHF | 70,000 | 30,000 | 69,998 | 11,176 | 55,920 CHF | 9,740 CHF | 97.37% | 97.37% |
06/05/2024 | 10.94% | 0.80 CHF | 0.85 CHF | 70,000 | 30,000 | 70,000 | 11,183 | 53,951 CHF | 9,504 CHF | 98.36% | 98.36% |
03/05/2024 | 6.27% | 0.88 CHF | 0.91 CHF | 60,000 | 30,000 | 64,849 | 10,736 | 54,305 CHF | 9,646 CHF | 97.00% | 97.00% |
02/05/2024 | 9.66% | 0.85 CHF | 0.90 CHF | 60,000 | 30,000 | 60,185 | 11,451 | 52,456 CHF | 10,826 CHF | 95.17% | 95.17% |
30/04/2024 | 7.00% | 0.80 CHF | 0.83 CHF | 70,000 | 50,000 | 70,002 | 18,408 | 51,978 CHF | 14,713 CHF | 98.73% | 98.73% |
29/04/2024 | 11.98% | 0.68 CHF | 0.73 CHF | 80,000 | 30,000 | 78,680 | 11,068 | 55,034 CHF | 8,551 CHF | 98.13% | 98.13% |
26/04/2024 | 12.48% | 0.74 CHF | 0.79 CHF | 70,000 | 30,000 | 77,983 | 11,293 | 52,397 CHF | 8,707 CHF | 97.85% | 97.85% |