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 | 10.32% | 0.09 CHF | 0.10 CHF | 960,000 | 960,000 | 960,000 | 960,000 | 88,234 CHF | 97,834 CHF | 99.29% | 99.29% |
07/05/2024 | 11.31% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 999,484 | 999,484 | 83,631 CHF | 93,631 CHF | 99.92% | 99.92% |
06/05/2024 | 11.45% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 82,485 CHF | 92,485 CHF | 100.00% | 100.00% |
03/05/2024 | 9.95% | 0.09 CHF | 0.10 CHF | 880,000 | 880,000 | 880,000 | 880,000 | 84,912 CHF | 93,712 CHF | 99.40% | 99.40% |
02/05/2024 | 7.77% | 0.13 CHF | 0.14 CHF | 860,000 | 860,000 | 860,000 | 860,000 | 106,624 CHF | 115,224 CHF | 99.99% | 99.99% |
30/04/2024 | 8.08% | 0.13 CHF | 0.14 CHF | 890,000 | 890,000 | 890,000 | 890,000 | 105,975 CHF | 114,875 CHF | 99.16% | 99.16% |
29/04/2024 | 7.73% | 0.12 CHF | 0.13 CHF | 830,000 | 830,000 | 830,000 | 830,000 | 103,337 CHF | 111,637 CHF | 99.81% | 99.81% |
26/04/2024 | 7.99% | 0.15 CHF | 0.16 CHF | 920,000 | 920,000 | 920,000 | 920,000 | 111,096 CHF | 120,296 CHF | 99.33% | 99.33% |
25/04/2024 | 7.75% | 0.13 CHF | 0.14 CHF | 840,000 | 840,000 | 840,000 | 840,000 | 104,582 CHF | 112,982 CHF | 99.22% | 99.22% |
24/04/2024 | 7.07% | 0.14 CHF | 0.15 CHF | 860,000 | 860,000 | 859,992 | 859,992 | 117,363 CHF | 125,963 CHF | 99.60% | 99.60% |