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 | 9.04% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 95,253 CHF | 34,751 CHF | 95.19% | 95.19% |
06/05/2024 | 8.44% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 895,664 | 298,555 | 101,774 CHF | 36,910 CHF | 92.77% | 92.77% |
03/05/2024 | 8.37% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 103,189 CHF | 37,396 CHF | 94.89% | 94.89% |
02/05/2024 | 8.17% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 886,360 | 295,453 | 104,226 CHF | 37,697 CHF | 95.42% | 95.42% |
30/04/2024 | 8.86% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 899,851 | 299,950 | 97,381 CHF | 35,460 CHF | 94.79% | 94.79% |
29/04/2024 | 7.35% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 98,316 CHF | 35,272 CHF | 91.72% | 91.72% |
26/04/2024 | 7.51% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 810,768 | 270,256 | 103,820 CHF | 37,309 CHF | 94.35% | 94.35% |
25/04/2024 | 7.45% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 884,898 | 294,966 | 114,481 CHF | 41,110 CHF | 95.23% | 95.23% |
24/04/2024 | 7.05% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 852,627 | 284,209 | 116,632 CHF | 41,719 CHF | 96.78% | 96.78% |
23/04/2024 | 7.45% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 116,510 CHF | 41,837 CHF | 89.34% | 89.34% |