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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 8.97% | 0.12 CHF | 0.13 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 160,976 CHF | 35,195 CHF | 99.27% | 99.27% |
06/05/2024 | 10.51% | 0.09 CHF | 0.10 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 135,260 CHF | 30,052 CHF | 99.27% | 99.27% |
03/05/2024 | 10.35% | 0.09 CHF | 0.10 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 137,683 CHF | 30,537 CHF | 99.15% | 99.15% |
02/05/2024 | 11.56% | 0.08 CHF | 0.09 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 122,450 CHF | 27,490 CHF | 99.19% | 99.19% |
30/04/2024 | 13.47% | 0.07 CHF | 0.08 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 103,990 CHF | 23,798 CHF | 99.27% | 99.27% |
29/04/2024 | 14.09% | 0.06 CHF | 0.07 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 99,480 CHF | 22,896 CHF | 99.18% | 99.18% |
26/04/2024 | 15.37% | 0.06 CHF | 0.07 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 90,095 CHF | 21,019 CHF | 99.25% | 99.25% |
25/04/2024 | 15.51% | 0.06 CHF | 0.07 CHF | 1,500,000 | 300,000 | 1,500,000 | 299,989 | 89,332 CHF | 20,866 CHF | 98.34% | 98.34% |
24/04/2024 | 14.71% | 0.06 CHF | 0.07 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 94,936 CHF | 21,987 CHF | 99.24% | 99.24% |
23/04/2024 | 14.31% | 0.07 CHF | 0.08 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 97,849 CHF | 22,570 CHF | 99.27% | 99.27% |