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 | 3.53% | 0.30 CHF | 0.31 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 33,397 CHF | 34,597 CHF | 99.06% | 99.06% |
07/05/2024 | 3.98% | 0.26 CHF | 0.27 CHF | 130,000 | 130,000 | 132,628 | 132,628 | 32,805 CHF | 34,134 CHF | 99.83% | 99.83% |
06/05/2024 | 4.04% | 0.24 CHF | 0.25 CHF | 140,000 | 140,000 | 136,659 | 136,659 | 33,115 CHF | 34,482 CHF | 100.00% | 100.00% |
03/05/2024 | 5.23% | 0.23 CHF | 0.24 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 30,974 CHF | 32,637 CHF | 99.99% | 99.99% |
02/05/2024 | 5.63% | 0.28 CHF | 0.28 CHF | 120,000 | 120,000 | 119,899 | 119,899 | 34,766 CHF | 36,755 CHF | 100.00% | 100.00% |
30/04/2024 | 5.01% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,670 | 100,670 | 39,620 CHF | 41,670 CHF | 96.90% | 96.90% |
29/04/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 99,992 | 99,992 | 74,967 CHF | 75,967 CHF | 100.00% | 100.00% |
26/04/2024 | 1.44% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,829 CHF | 69,829 CHF | 99.60% | 99.60% |
25/04/2024 | 1.41% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,542 CHF | 71,542 CHF | 99.92% | 99.92% |
24/04/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 99,972 | 99,972 | 72,840 CHF | 73,840 CHF | 99.86% | 99.86% |