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 | 5.63% | 0.26 CHF | 0.27 CHF | 200,000 | 50,000 | 204,650 | 50,000 | 50,387 CHF | 13,035 CHF | 87.95% | 87.95% |
10/05/2024 | 5.36% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 215,133 | 50,000 | 50,475 CHF | 12,389 CHF | 99.90% | 99.90% |
08/05/2024 | 5.61% | 0.24 CHF | 0.25 CHF | 210,000 | 50,000 | 212,264 | 50,000 | 50,448 CHF | 12,583 CHF | 93.72% | 93.72% |
07/05/2024 | 6.56% | 0.24 CHF | 0.26 CHF | 210,000 | 50,000 | 214,595 | 50,000 | 50,468 CHF | 12,569 CHF | 93.51% | 93.51% |
06/05/2024 | 6.92% | 0.22 CHF | 0.23 CHF | 230,000 | 50,000 | 231,740 | 50,000 | 50,550 CHF | 11,693 CHF | 78.03% | 78.03% |
03/05/2024 | 6.67% | 0.22 CHF | 0.24 CHF | 230,000 | 50,000 | 230,599 | 50,000 | 50,474 CHF | 11,722 CHF | 91.23% | 91.23% |
02/05/2024 | 7.75% | 0.21 CHF | 0.22 CHF | 240,000 | 50,000 | 231,110 | 50,000 | 50,529 CHF | 11,826 CHF | 91.11% | 91.11% |
30/04/2024 | 5.59% | 0.23 CHF | 0.24 CHF | 220,000 | 50,000 | 235,994 | 50,000 | 50,463 CHF | 11,316 CHF | 98.91% | 98.91% |
29/04/2024 | 6.53% | 0.23 CHF | 0.25 CHF | 220,000 | 50,000 | 227,615 | 50,000 | 50,565 CHF | 11,868 CHF | 74.55% | 74.55% |
26/04/2024 | 7.35% | 0.23 CHF | 0.24 CHF | 220,000 | 50,000 | 236,722 | 50,000 | 50,458 CHF | 11,476 CHF | 99.26% | 99.26% |