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 | 11.02% | 0.08 CHF | 0.09 CHF | 895,000 | 895,000 | 894,901 | 894,901 | 76,799 CHF | 85,749 CHF | 95.47% | 95.47% |
06/05/2024 | 10.51% | 0.09 CHF | 0.10 CHF | 815,900 | 815,900 | 815,900 | 815,900 | 73,603 CHF | 81,762 CHF | 98.40% | 98.40% |
03/05/2024 | 9.88% | 0.10 CHF | 0.11 CHF | 822,600 | 822,600 | 822,600 | 822,600 | 79,183 CHF | 87,409 CHF | 100.00% | 100.00% |
02/05/2024 | 9.89% | 0.10 CHF | 0.11 CHF | 795,000 | 795,000 | 795,000 | 795,000 | 76,461 CHF | 84,411 CHF | 100.00% | 100.00% |
30/04/2024 | 10.48% | 0.10 CHF | 0.11 CHF | 862,100 | 862,100 | 861,742 | 861,742 | 77,965 CHF | 86,586 CHF | 100.00% | 100.00% |
29/04/2024 | 10.37% | 0.09 CHF | 0.10 CHF | 799,400 | 799,400 | 799,400 | 799,400 | 73,098 CHF | 81,092 CHF | 99.99% | 99.99% |
26/04/2024 | 9.62% | 0.10 CHF | 0.11 CHF | 730,700 | 730,700 | 730,700 | 730,700 | 72,320 CHF | 79,627 CHF | 98.64% | 98.64% |
25/04/2024 | 9.10% | 0.11 CHF | 0.12 CHF | 736,800 | 736,800 | 753,773 | 753,773 | 79,186 CHF | 86,724 CHF | 100.00% | 100.00% |
24/04/2024 | 9.65% | 0.11 CHF | 0.12 CHF | 725,000 | 725,000 | 724,905 | 724,905 | 71,537 CHF | 78,787 CHF | 99.76% | 99.76% |
23/04/2024 | 8.80% | 0.11 CHF | 0.12 CHF | 719,400 | 719,400 | 710,932 | 710,932 | 77,303 CHF | 84,413 CHF | 100.00% | 100.00% |