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 | 5.70% | 0.19 CHF | 0.20 CHF | 450,000 | 50,000 | 576,271 | 50,000 | 98,207 CHF | 9,040 CHF | 99.17% | 99.17% |
07/05/2024 | 6.49% | 0.16 CHF | 0.17 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 89,581 CHF | 7,965 CHF | 97.93% | 97.93% |
06/05/2024 | 6.51% | 0.14 CHF | 0.15 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 89,254 CHF | 7,938 CHF | 99.17% | 99.17% |
03/05/2024 | 6.49% | 0.14 CHF | 0.15 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 89,685 CHF | 7,974 CHF | 99.17% | 99.17% |
02/05/2024 | 4.85% | 0.18 CHF | 0.19 CHF | 600,000 | 50,000 | 543,348 | 50,000 | 109,316 CHF | 10,668 CHF | 99.15% | 99.15% |
30/04/2024 | 2.96% | 0.29 CHF | 0.30 CHF | 450,000 | 50,000 | 448,865 | 50,000 | 152,136 CHF | 17,466 CHF | 99.16% | 99.16% |
29/04/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 232,174 CHF | 39,196 CHF | 99.17% | 99.17% |
26/04/2024 | 1.43% | 0.75 CHF | 0.76 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 208,085 CHF | 35,181 CHF | 99.16% | 99.16% |
25/04/2024 | 1.39% | 0.61 CHF | 0.62 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 216,400 CHF | 36,567 CHF | 98.08% | 98.08% |
24/04/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 226,701 CHF | 38,284 CHF | 98.89% | 98.89% |