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 | 3.62% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 244,660 CHF | 84,553 CHF | 99.27% | 99.27% |
06/05/2024 | 3.99% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 220,965 CHF | 76,655 CHF | 99.27% | 99.27% |
03/05/2024 | 4.02% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 219,629 CHF | 76,210 CHF | 99.15% | 99.15% |
02/05/2024 | 4.57% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 192,781 CHF | 67,260 CHF | 99.19% | 99.19% |
30/04/2024 | 5.32% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 164,780 CHF | 57,927 CHF | 99.27% | 99.27% |
29/04/2024 | 5.50% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 159,353 CHF | 56,118 CHF | 99.18% | 99.18% |
26/04/2024 | 5.77% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 151,616 CHF | 53,539 CHF | 99.25% | 99.25% |
25/04/2024 | 6.25% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 139,633 CHF | 49,544 CHF | 98.35% | 98.35% |
24/04/2024 | 5.76% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 151,842 CHF | 53,614 CHF | 99.25% | 99.25% |
23/04/2024 | 5.68% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 153,975 CHF | 54,325 CHF | 99.27% | 99.27% |