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 | 10.67% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 299,446 | 299,446 | 26,705 CHF | 29,704 CHF | 100.00% | 100.00% |
10/05/2024 | 10.35% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 299,447 | 299,447 | 27,571 CHF | 30,569 CHF | 99.99% | 99.99% |
08/05/2024 | 9.81% | 0.10 CHF | 0.11 CHF | 300,000 | 300,000 | 297,579 | 297,579 | 29,365 CHF | 32,363 CHF | 93.33% | 93.33% |
07/05/2024 | 9.57% | 0.10 CHF | 0.11 CHF | 300,000 | 300,000 | 299,255 | 299,255 | 29,958 CHF | 32,957 CHF | 98.41% | 98.41% |
06/05/2024 | 8.96% | 0.11 CHF | 0.12 CHF | 300,000 | 300,000 | 299,448 | 299,448 | 32,107 CHF | 35,105 CHF | 100.00% | 100.00% |
03/05/2024 | 10.55% | 0.12 CHF | 0.13 CHF | 300,000 | 300,000 | 263,522 | 263,522 | 32,301 CHF | 35,179 CHF | 100.00% | 100.00% |
02/05/2024 | 6.77% | 0.14 CHF | 0.15 CHF | 300,000 | 300,000 | 299,431 | 299,431 | 42,962 CHF | 45,960 CHF | 99.27% | 99.27% |
30/04/2024 | 6.90% | 0.15 CHF | 0.16 CHF | 300,000 | 300,000 | 299,450 | 299,450 | 42,137 CHF | 45,135 CHF | 100.00% | 100.00% |
29/04/2024 | 6.64% | 0.15 CHF | 0.16 CHF | 300,000 | 300,000 | 299,382 | 299,382 | 43,826 CHF | 46,824 CHF | 99.63% | 99.63% |
26/04/2024 | 6.13% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 299,428 | 299,428 | 47,608 CHF | 50,606 CHF | 99.13% | 99.13% |