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 | 6.31% | 0.15 CHF | 0.16 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 27,672 CHF | 29,472 CHF | 98.93% | 98.93% |
07/05/2024 | 7.39% | 0.16 CHF | 0.17 CHF | 200,000 | 200,000 | 199,699 | 199,699 | 26,228 CHF | 28,228 CHF | 99.88% | 99.88% |
06/05/2024 | 7.33% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 200,356 | 200,356 | 26,358 CHF | 28,361 CHF | 100.00% | 100.00% |
03/05/2024 | 8.42% | 0.12 CHF | 0.13 CHF | 220,000 | 220,000 | 228,571 | 228,571 | 26,085 CHF | 28,371 CHF | 100.00% | 100.00% |
02/05/2024 | 8.56% | 0.11 CHF | 0.12 CHF | 230,000 | 230,000 | 230,000 | 230,000 | 25,785 CHF | 28,085 CHF | 98.16% | 98.16% |
30/04/2024 | 8.68% | 0.10 CHF | 0.11 CHF | 220,000 | 220,000 | 220,000 | 220,000 | 24,304 CHF | 26,504 CHF | 99.99% | 99.99% |
29/04/2024 | 7.14% | 0.13 CHF | 0.14 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 28,388 CHF | 30,488 CHF | 99.99% | 99.99% |
26/04/2024 | 7.84% | 0.13 CHF | 0.14 CHF | 220,000 | 220,000 | 220,000 | 220,000 | 26,991 CHF | 29,191 CHF | 99.41% | 99.41% |
25/04/2024 | 6.93% | 0.13 CHF | 0.14 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 26,593 CHF | 28,493 CHF | 99.68% | 99.68% |
24/04/2024 | 5.61% | 0.16 CHF | 0.17 CHF | 170,000 | 170,000 | 169,982 | 169,982 | 29,543 CHF | 31,243 CHF | 99.30% | 99.30% |