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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 6.82% | 0.14 CHF | 0.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 63,905 CHF | 22,802 CHF | 99.16% | 99.16% |
08/05/2024 | 7.40% | 0.12 CHF | 0.13 CHF | 450,000 | 150,000 | 468,179 | 156,060 | 61,347 CHF | 22,010 CHF | 99.17% | 99.17% |
07/05/2024 | 8.45% | 0.14 CHF | 0.15 CHF | 450,000 | 150,000 | 561,021 | 187,007 | 63,501 CHF | 23,037 CHF | 97.93% | 97.93% |
06/05/2024 | 11.16% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 612,625 | 204,208 | 52,027 CHF | 19,385 CHF | 99.17% | 99.17% |
03/05/2024 | 11.38% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 628,863 | 209,621 | 52,204 CHF | 19,498 CHF | 99.15% | 99.15% |
02/05/2024 | 12.02% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 722,990 | 240,997 | 56,632 CHF | 21,287 CHF | 99.15% | 99.15% |
30/04/2024 | 12.71% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 740,981 | 246,994 | 54,907 CHF | 20,772 CHF | 99.17% | 99.17% |
29/04/2024 | 12.87% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 54,607 CHF | 20,702 CHF | 99.17% | 99.17% |
26/04/2024 | 17.81% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 39,036 CHF | 15,512 CHF | 99.17% | 99.17% |
25/04/2024 | 19.01% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 36,035 CHF | 14,512 CHF | 97.46% | 97.46% |