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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 5.75% | 0.18 CHF | 0.19 CHF | 86,000 | 86,000 | 86,000 | 86,000 | 14,538 CHF | 15,398 CHF | 100.00% | 100.00% |
08/05/2024 | 3.93% | 0.25 CHF | 0.26 CHF | 88,000 | 88,000 | 87,985 | 87,985 | 22,021 CHF | 22,901 CHF | 99.09% | 99.09% |
07/05/2024 | 3.68% | 0.25 CHF | 0.26 CHF | 88,000 | 88,000 | 88,449 | 88,449 | 23,664 CHF | 24,549 CHF | 99.88% | 99.88% |
06/05/2024 | 3.04% | 0.31 CHF | 0.32 CHF | 90,000 | 90,000 | 90,196 | 90,196 | 29,240 CHF | 30,142 CHF | 100.00% | 100.00% |
03/05/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 90,000 | 90,000 | 90,247 | 90,247 | 29,895 CHF | 30,798 CHF | 99.99% | 99.99% |
02/05/2024 | 2.79% | 0.35 CHF | 0.36 CHF | 90,000 | 90,000 | 91,196 | 91,196 | 32,225 CHF | 33,137 CHF | 99.98% | 99.98% |
30/04/2024 | 2.96% | 0.36 CHF | 0.37 CHF | 90,000 | 90,000 | 89,957 | 89,957 | 30,043 CHF | 30,943 CHF | 99.99% | 99.99% |
29/04/2024 | 2.93% | 0.35 CHF | 0.36 CHF | 92,000 | 92,000 | 90,069 | 90,069 | 30,362 CHF | 31,263 CHF | 100.00% | 100.00% |
26/04/2024 | 2.94% | 0.38 CHF | 0.39 CHF | 92,000 | 92,000 | 90,220 | 90,220 | 30,299 CHF | 31,201 CHF | 99.59% | 99.59% |
25/04/2024 | 3.16% | 0.30 CHF | 0.31 CHF | 90,000 | 90,000 | 89,821 | 89,821 | 28,113 CHF | 29,012 CHF | 99.99% | 99.99% |