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 | 6.55% | 0.14 CHF | 0.16 CHF | 88,000 | 88,000 | 87,985 | 87,985 | 13,058 CHF | 13,938 CHF | 99.09% | 99.09% |
07/05/2024 | 5.88% | 0.14 CHF | 0.16 CHF | 88,000 | 88,000 | 88,449 | 88,449 | 14,675 CHF | 15,560 CHF | 99.88% | 99.88% |
06/05/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 90,000 | 90,000 | 90,196 | 90,196 | 20,098 CHF | 21,000 CHF | 100.00% | 100.00% |
03/05/2024 | 4.26% | 0.24 CHF | 0.25 CHF | 90,000 | 90,000 | 90,247 | 90,247 | 20,771 CHF | 21,673 CHF | 99.98% | 99.98% |
02/05/2024 | 3.91% | 0.25 CHF | 0.26 CHF | 90,000 | 90,000 | 91,196 | 91,196 | 22,902 CHF | 23,814 CHF | 99.99% | 99.99% |
30/04/2024 | 4.24% | 0.25 CHF | 0.26 CHF | 90,000 | 90,000 | 89,959 | 89,959 | 20,824 CHF | 21,724 CHF | 99.99% | 99.99% |
29/04/2024 | 4.19% | 0.25 CHF | 0.26 CHF | 92,000 | 92,000 | 90,069 | 90,069 | 21,094 CHF | 21,995 CHF | 100.00% | 100.00% |
26/04/2024 | 4.21% | 0.28 CHF | 0.29 CHF | 92,000 | 92,000 | 90,220 | 90,220 | 21,083 CHF | 21,985 CHF | 99.58% | 99.58% |
25/04/2024 | 4.67% | 0.20 CHF | 0.21 CHF | 90,000 | 90,000 | 89,821 | 89,821 | 18,957 CHF | 19,855 CHF | 99.97% | 99.97% |
24/04/2024 | - | 0.25 CHF | - CHF | 92,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.91% |