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 | - | 0.08 CHF | - CHF | 270,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08/05/2024 | 5.05% | 0.20 CHF | 0.21 CHF | 280,000 | 280,000 | 280,563 | 280,563 | 54,297 CHF | 57,103 CHF | 75.18% | 98.93% |
07/05/2024 | 3.94% | 0.21 CHF | 0.22 CHF | 285,000 | 285,000 | 286,054 | 286,054 | 73,157 CHF | 76,021 CHF | 92.50% | 92.50% |
06/05/2024 | 4.06% | 0.24 CHF | 0.25 CHF | 285,000 | 285,000 | 285,201 | 285,201 | 69,042 CHF | 71,894 CHF | 100.00% | 100.00% |
03/05/2024 | 3.46% | 0.27 CHF | 0.28 CHF | 290,000 | 290,000 | 289,643 | 289,643 | 82,831 CHF | 85,728 CHF | 94.28% | 94.28% |
02/05/2024 | 3.16% | 0.31 CHF | 0.32 CHF | 290,000 | 290,000 | 291,168 | 291,168 | 90,811 CHF | 93,723 CHF | 93.20% | 93.20% |
30/04/2024 | 3.69% | 0.30 CHF | 0.31 CHF | 290,000 | 290,000 | 288,366 | 288,366 | 76,787 CHF | 79,672 CHF | 100.00% | 100.00% |
29/04/2024 | 4.66% | 0.26 CHF | 0.27 CHF | 290,000 | 290,000 | 271,873 | 271,873 | 69,310 CHF | 72,328 CHF | 100.00% | 100.00% |
26/04/2024 | 3.30% | 0.27 CHF | 0.28 CHF | 290,000 | 290,000 | 289,235 | 289,235 | 86,664 CHF | 89,557 CHF | 99.43% | 99.43% |
25/04/2024 | 2.96% | 0.34 CHF | 0.35 CHF | 295,000 | 295,000 | 292,557 | 292,557 | 97,515 CHF | 100,441 CHF | 99.16% | 99.16% |