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 | 8.68% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 99,247 CHF | 36,082 CHF | 99.17% | 99.17% |
07/05/2024 | 9.35% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 91,841 CHF | 33,614 CHF | 97.93% | 97.93% |
06/05/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 90,026 CHF | 33,009 CHF | 99.17% | 99.17% |
03/05/2024 | 9.39% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 899,974 | 300,000 | 91,455 CHF | 33,486 CHF | 99.16% | 99.16% |
02/05/2024 | 8.03% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 900,000 | 299,994 | 108,224 CHF | 39,074 CHF | 99.15% | 99.15% |
30/04/2024 | 5.32% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 768,620 | 256,192 | 142,389 CHF | 50,022 CHF | 99.16% | 99.16% |
29/04/2024 | 2.29% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 194,543 CHF | 66,348 CHF | 99.17% | 99.17% |
26/04/2024 | 2.52% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 513,251 | 171,084 | 200,359 CHF | 68,497 CHF | 99.16% | 99.16% |
25/04/2024 | 2.40% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 493,746 | 164,582 | 202,204 CHF | 69,047 CHF | 98.09% | 98.09% |
24/04/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 196,044 CHF | 66,848 CHF | 98.89% | 98.89% |