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 | 7.61% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 94,973 CHF | 34,158 CHF | 99.27% | 99.27% |
08/05/2024 | 8.43% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 85,379 CHF | 30,960 CHF | 99.27% | 99.27% |
07/05/2024 | 8.04% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 89,610 CHF | 32,370 CHF | 99.27% | 99.27% |
06/05/2024 | 9.06% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 79,196 CHF | 28,899 CHF | 99.27% | 99.27% |
03/05/2024 | 9.26% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 77,542 CHF | 28,347 CHF | 99.15% | 99.15% |
02/05/2024 | 10.59% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 67,158 CHF | 24,886 CHF | 99.19% | 99.19% |
30/04/2024 | 9.75% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 73,321 CHF | 26,940 CHF | 99.27% | 99.27% |
29/04/2024 | 10.38% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 68,577 CHF | 25,359 CHF | 99.18% | 99.18% |
26/04/2024 | 10.81% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 65,793 CHF | 24,431 CHF | 99.25% | 99.25% |
25/04/2024 | 11.61% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 60,925 CHF | 22,808 CHF | 98.34% | 98.34% |