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 | 6.12% | 2.85 CHF | 2.95 CHF | 20,000 | 10,000 | 20,000 | 3,731 | 56,243 CHF | 10,916 CHF | 99.49% | 99.49% |
10/05/2024 | 6.87% | 2.73 CHF | 2.83 CHF | 20,000 | 10,000 | 25,267 | 3,706 | 63,516 CHF | 10,162 CHF | 98.55% | 98.55% |
08/05/2024 | 5.94% | 2.90 CHF | 3.00 CHF | 20,000 | 10,000 | 20,000 | 3,678 | 58,364 CHF | 11,256 CHF | 98.43% | 98.43% |
07/05/2024 | 5.77% | 2.97 CHF | 3.07 CHF | 20,000 | 10,000 | 20,000 | 3,725 | 59,946 CHF | 11,674 CHF | 97.36% | 97.36% |
06/05/2024 | 5.94% | 2.97 CHF | 3.07 CHF | 20,000 | 10,000 | 20,000 | 3,727 | 58,251 CHF | 11,439 CHF | 98.34% | 98.34% |
03/05/2024 | 5.69% | 3.19 CHF | 3.29 CHF | 20,000 | 10,000 | 20,000 | 3,697 | 61,247 CHF | 12,037 CHF | 98.77% | 98.77% |
02/05/2024 | 5.36% | 3.14 CHF | 3.24 CHF | 20,000 | 10,000 | 20,000 | 3,836 | 64,191 CHF | 12,854 CHF | 94.17% | 94.17% |
30/04/2024 | 6.27% | 2.94 CHF | 3.04 CHF | 20,000 | 10,000 | 20,000 | 3,682 | 55,431 CHF | 10,894 CHF | 98.71% | 98.71% |
29/04/2024 | 6.42% | 2.62 CHF | 2.72 CHF | 20,000 | 10,000 | 20,000 | 3,689 | 53,847 CHF | 10,443 CHF | 98.11% | 98.11% |
26/04/2024 | 6.62% | 2.80 CHF | 2.90 CHF | 20,000 | 10,000 | 20,000 | 3,753 | 52,308 CHF | 10,616 CHF | 97.66% | 97.66% |