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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 17.52% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 957,303 | 482,284 | 49,886 CHF | 29,977 CHF | 99.22% | 99.22% |
06/05/2024 | 15.98% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 869,291 | 442,390 | 50,045 CHF | 29,891 CHF | 99.22% | 99.22% |
03/05/2024 | 15.79% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 868,639 | 439,188 | 50,652 CHF | 29,992 CHF | 99.38% | 99.38% |
02/05/2024 | 15.50% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 847,836 | 428,457 | 50,458 CHF | 29,782 CHF | 99.38% | 99.38% |
30/04/2024 | 17.12% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 935,193 | 474,584 | 49,982 CHF | 30,119 CHF | 99.44% | 99.44% |
29/04/2024 | 13.23% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 714,466 | 370,807 | 50,430 CHF | 29,881 CHF | 99.30% | 99.30% |
26/04/2024 | 13.61% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 733,626 | 380,614 | 50,229 CHF | 29,869 CHF | 97.22% | 97.22% |
25/04/2024 | 13.72% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 735,783 | 381,743 | 49,944 CHF | 29,742 CHF | 83.98% | 83.98% |
24/04/2024 | 12.66% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 681,083 | 353,534 | 50,401 CHF | 29,699 CHF | 99.38% | 99.38% |
23/04/2024 | 13.64% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 740,244 | 382,622 | 50,579 CHF | 29,971 CHF | 99.38% | 99.38% |