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 | 6.94% | 0.13 CHF | 0.14 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 15,341 CHF | 16,441 CHF | 98.93% | 98.93% |
07/05/2024 | 8.23% | 0.14 CHF | 0.15 CHF | 110,000 | 110,000 | 109,832 | 109,832 | 12,906 CHF | 14,006 CHF | 99.88% | 99.88% |
06/05/2024 | 8.17% | 0.12 CHF | 0.13 CHF | 110,000 | 110,000 | 110,356 | 110,356 | 12,974 CHF | 14,078 CHF | 100.00% | 100.00% |
03/05/2024 | 9.70% | 0.11 CHF | 0.12 CHF | 110,000 | 110,000 | 118,576 | 118,576 | 11,666 CHF | 12,852 CHF | 99.97% | 99.97% |
02/05/2024 | 9.80% | 0.09 CHF | 0.10 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 11,673 CHF | 12,873 CHF | 98.17% | 98.17% |
30/04/2024 | 9.75% | 0.09 CHF | 0.10 CHF | 120,000 | 120,000 | 119,965 | 119,965 | 11,758 CHF | 12,958 CHF | 99.98% | 99.98% |
29/04/2024 | 7.69% | 0.12 CHF | 0.13 CHF | 110,000 | 110,000 | 110,172 | 110,172 | 13,779 CHF | 14,881 CHF | 100.00% | 100.00% |
26/04/2024 | 8.40% | 0.12 CHF | 0.13 CHF | 120,000 | 120,000 | 119,942 | 119,942 | 13,690 CHF | 14,890 CHF | 99.42% | 99.42% |
25/04/2024 | 7.25% | 0.12 CHF | 0.13 CHF | 120,000 | 120,000 | 113,274 | 113,274 | 15,099 CHF | 16,232 CHF | 99.68% | 99.68% |
24/04/2024 | 5.62% | 0.16 CHF | 0.17 CHF | 110,000 | 110,000 | 109,986 | 109,986 | 19,080 CHF | 20,180 CHF | 99.29% | 99.29% |