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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 8.91% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 80,667 CHF | 29,389 CHF | 98.81% | 98.81% |
10/05/2024 | 8.35% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 86,263 CHF | 31,254 CHF | 99.27% | 99.27% |
08/05/2024 | 9.43% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 75,807 CHF | 27,769 CHF | 99.27% | 99.27% |
07/05/2024 | 8.91% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 80,576 CHF | 29,359 CHF | 99.27% | 99.27% |
06/05/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 67,500 CHF | 25,000 CHF | 99.27% | 99.27% |
03/05/2024 | 10.63% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 67,039 CHF | 24,846 CHF | 99.15% | 99.15% |
02/05/2024 | 12.71% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 55,506 CHF | 21,002 CHF | 99.19% | 99.19% |
30/04/2024 | 11.42% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 62,119 CHF | 23,206 CHF | 99.27% | 99.27% |
29/04/2024 | 12.17% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 58,078 CHF | 21,859 CHF | 99.18% | 99.18% |
26/04/2024 | 13.45% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 52,079 CHF | 19,860 CHF | 99.25% | 99.25% |