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 | 5.38% | 0.19 CHF | 0.20 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 271,625 CHF | 57,325 CHF | 99.27% | 99.27% |
07/05/2024 | 4.89% | 0.21 CHF | 0.22 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 299,522 CHF | 62,905 CHF | 99.27% | 99.27% |
06/05/2024 | 5.55% | 0.18 CHF | 0.19 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 262,938 CHF | 55,588 CHF | 99.27% | 99.27% |
03/05/2024 | 5.61% | 0.17 CHF | 0.18 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 260,163 CHF | 55,033 CHF | 99.15% | 99.15% |
02/05/2024 | 6.65% | 0.14 CHF | 0.15 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 218,310 CHF | 46,662 CHF | 99.19% | 99.19% |
30/04/2024 | 8.04% | 0.12 CHF | 0.13 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 179,202 CHF | 38,841 CHF | 99.27% | 99.27% |
29/04/2024 | 8.43% | 0.11 CHF | 0.12 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 170,682 CHF | 37,136 CHF | 99.18% | 99.18% |
26/04/2024 | 8.87% | 0.11 CHF | 0.12 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 161,922 CHF | 35,385 CHF | 99.25% | 99.25% |
25/04/2024 | 9.73% | 0.10 CHF | 0.11 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 146,890 CHF | 32,378 CHF | 98.34% | 98.34% |
24/04/2024 | 8.83% | 0.10 CHF | 0.11 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 162,634 CHF | 35,527 CHF | 99.25% | 99.25% |