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 | 6.53% | 0.15 CHF | 0.16 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 222,584 CHF | 47,517 CHF | 99.27% | 99.27% |
07/05/2024 | 6.11% | 0.17 CHF | 0.18 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 238,695 CHF | 50,739 CHF | 99.27% | 99.27% |
06/05/2024 | 6.91% | 0.14 CHF | 0.15 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 209,556 CHF | 44,911 CHF | 99.27% | 99.27% |
03/05/2024 | 6.89% | 0.14 CHF | 0.15 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 210,320 CHF | 45,064 CHF | 99.15% | 99.15% |
02/05/2024 | 7.87% | 0.12 CHF | 0.13 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 183,503 CHF | 39,701 CHF | 99.19% | 99.19% |
30/04/2024 | 9.43% | 0.10 CHF | 0.11 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 151,771 CHF | 33,354 CHF | 99.27% | 99.27% |
29/04/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 150,000 CHF | 33,000 CHF | 99.18% | 99.18% |
26/04/2024 | 10.32% | 0.10 CHF | 0.11 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 138,083 CHF | 30,617 CHF | 99.25% | 99.25% |
25/04/2024 | 10.89% | 0.09 CHF | 0.10 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 130,536 CHF | 29,107 CHF | 98.35% | 98.35% |
24/04/2024 | 9.93% | 0.09 CHF | 0.10 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 143,885 CHF | 31,777 CHF | 99.25% | 99.25% |