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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 7.23% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 391,260 | 391,260 | 52,214 CHF | 56,126 CHF | 99.23% | 99.23% |
06/05/2024 | 9.39% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 499,018 | 467,164 | 50,680 CHF | 52,443 CHF | 99.21% | 99.21% |
03/05/2024 | 10.32% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 559,801 | 340,531 | 51,446 CHF | 35,033 CHF | 99.38% | 99.38% |
02/05/2024 | 9.29% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 494,829 | 444,210 | 50,750 CHF | 50,564 CHF | 99.39% | 99.39% |
30/04/2024 | 8.04% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 431,543 | 431,543 | 51,480 CHF | 55,795 CHF | 99.42% | 99.42% |
29/04/2024 | 7.35% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 397,486 | 397,486 | 52,109 CHF | 56,083 CHF | 99.29% | 99.29% |
26/04/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 399,696 | 399,696 | 52,016 CHF | 56,013 CHF | 97.22% | 97.22% |
25/04/2024 | 7.53% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 404,279 | 404,279 | 51,669 CHF | 55,712 CHF | 83.98% | 83.98% |
24/04/2024 | 6.65% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 359,877 | 359,877 | 52,326 CHF | 55,925 CHF | 99.39% | 99.39% |
23/04/2024 | 6.41% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 347,334 | 347,334 | 52,430 CHF | 55,903 CHF | 99.39% | 99.39% |