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 | 7.15% | 0.21 CHF | 0.22 CHF | 207,414 | 50,000 | 215,201 | 50,000 | 41,740 CHF | 10,422 CHF | 87.95% | 87.95% |
10/05/2024 | 6.21% | 0.20 CHF | 0.21 CHF | 217,350 | 50,000 | 226,342 | 50,000 | 41,759 CHF | 9,825 CHF | 99.90% | 99.90% |
08/05/2024 | 6.83% | 0.18 CHF | 0.20 CHF | 226,205 | 50,000 | 225,294 | 50,000 | 42,171 CHF | 10,030 CHF | 93.72% | 93.72% |
07/05/2024 | 8.19% | 0.19 CHF | 0.21 CHF | 219,929 | 50,000 | 227,326 | 50,000 | 42,112 CHF | 10,058 CHF | 93.51% | 93.51% |
06/05/2024 | 9.13% | 0.17 CHF | 0.19 CHF | 237,185 | 50,000 | 241,871 | 50,000 | 40,789 CHF | 9,243 CHF | 86.91% | 86.91% |
03/05/2024 | 9.37% | 0.18 CHF | 0.19 CHF | 238,591 | 50,000 | 244,958 | 50,000 | 41,206 CHF | 9,252 CHF | 94.51% | 94.51% |
02/05/2024 | 9.38% | 0.16 CHF | 0.17 CHF | 260,984 | 50,000 | 244,927 | 50,000 | 41,647 CHF | 9,345 CHF | 92.81% | 92.81% |
30/04/2024 | 7.51% | 0.18 CHF | 0.19 CHF | 239,940 | 50,000 | 251,448 | 50,000 | 41,609 CHF | 8,924 CHF | 98.91% | 98.91% |
29/04/2024 | 6.98% | 0.19 CHF | 0.20 CHF | 233,840 | 50,000 | 241,724 | 50,000 | 42,613 CHF | 9,459 CHF | 74.55% | 74.55% |
26/04/2024 | 7.53% | 0.18 CHF | 0.20 CHF | 239,232 | 50,000 | 250,522 | 50,000 | 42,116 CHF | 9,062 CHF | 99.26% | 99.26% |