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 | 7.64% | 0.10 CHF | 0.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 57,402 CHF | 20,634 CHF | 98.90% | 98.90% |
07/05/2024 | 6.31% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 69,872 CHF | 24,791 CHF | 97.82% | 97.82% |
06/05/2024 | 7.67% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 541,671 | 180,557 | 67,906 CHF | 24,441 CHF | 99.07% | 99.07% |
03/05/2024 | 10.15% | 0.09 CHF | 0.10 CHF | 600,000 | 200,000 | 624,684 | 208,228 | 58,671 CHF | 21,639 CHF | 98.62% | 98.62% |
02/05/2024 | 10.42% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 727,329 | 242,443 | 66,096 CHF | 24,457 CHF | 99.04% | 99.04% |
30/04/2024 | 8.51% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 669,464 | 223,155 | 75,882 CHF | 27,526 CHF | 98.31% | 98.31% |
29/04/2024 | 4.03% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 451,160 | 150,387 | 109,729 CHF | 38,080 CHF | 98.63% | 98.63% |
26/04/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 132,206 CHF | 46,069 CHF | 98.29% | 98.29% |
25/04/2024 | 5.27% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 111,941 CHF | 39,314 CHF | 98.99% | 98.99% |
24/04/2024 | 4.60% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 127,516 CHF | 44,505 CHF | 98.69% | 98.69% |