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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06/05/2024 | 9.50% | 0.10 CHF | 0.11 CHF | 200,000 | 200,000 | 216,926 | 216,926 | 21,733 CHF | 23,902 CHF | 92.76% | 92.76% |
03/05/2024 | 9.58% | 0.10 CHF | 0.11 CHF | 250,000 | 250,000 | 227,882 | 227,882 | 22,637 CHF | 24,916 CHF | 94.91% | 94.91% |
02/05/2024 | 9.02% | 0.11 CHF | 0.12 CHF | 200,000 | 200,000 | 211,433 | 211,433 | 22,350 CHF | 24,464 CHF | 95.46% | 95.46% |
30/04/2024 | 10.34% | 0.08 CHF | 0.09 CHF | 250,000 | 250,000 | 246,483 | 246,483 | 22,659 CHF | 25,124 CHF | 94.77% | 94.77% |
29/04/2024 | 7.60% | 0.12 CHF | 0.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 25,349 CHF | 27,349 CHF | 91.75% | 91.75% |
26/04/2024 | 7.66% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 203,379 | 203,379 | 25,546 CHF | 27,580 CHF | 94.34% | 94.34% |
25/04/2024 | 7.74% | 0.12 CHF | 0.13 CHF | 250,000 | 250,000 | 230,863 | 230,863 | 28,663 CHF | 30,972 CHF | 95.17% | 95.17% |
24/04/2024 | 7.24% | 0.13 CHF | 0.14 CHF | 250,000 | 250,000 | 210,008 | 210,008 | 27,934 CHF | 30,034 CHF | 96.85% | 96.85% |
23/04/2024 | 7.84% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 237,023 | 237,023 | 29,031 CHF | 31,401 CHF | 89.31% | 89.31% |
22/04/2024 | 9.67% | 0.11 CHF | 0.12 CHF | 250,000 | 250,000 | 255,461 | 255,461 | 25,365 CHF | 27,920 CHF | 96.33% | 96.33% |