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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 7.30% | 0.23 CHF | 0.25 CHF | 197,830 | 25,000 | 198,177 | 25,000 | 45,533 CHF | 6,180 CHF | 100.00% | 100.00% |
08/05/2024 | 7.13% | 0.21 CHF | 0.23 CHF | 204,376 | 25,000 | 203,019 | 25,000 | 44,757 CHF | 5,923 CHF | 100.00% | 100.00% |
07/05/2024 | 7.53% | 0.23 CHF | 0.24 CHF | 201,095 | 25,000 | 208,291 | 25,000 | 42,677 CHF | 5,526 CHF | 96.86% | 96.86% |
06/05/2024 | 5.70% | 0.17 CHF | 0.18 CHF | 217,335 | 25,000 | 219,326 | 25,000 | 37,422 CHF | 4,516 CHF | 100.00% | 100.00% |
03/05/2024 | 5.68% | 0.17 CHF | 0.18 CHF | 218,514 | 25,000 | 226,802 | 25,000 | 38,810 CHF | 4,531 CHF | 86.51% | 86.51% |
02/05/2024 | 6.28% | 0.16 CHF | 0.17 CHF | 234,173 | 25,000 | 238,144 | 25,000 | 36,784 CHF | 4,112 CHF | 99.10% | 99.10% |
30/04/2024 | 6.41% | 0.15 CHF | 0.16 CHF | 239,826 | 25,000 | 245,007 | 25,000 | 37,044 CHF | 4,033 CHF | 99.79% | 99.79% |
29/04/2024 | 6.85% | 0.15 CHF | 0.16 CHF | 248,021 | 50,000 | 253,390 | 50,000 | 35,750 CHF | 7,556 CHF | 100.00% | 100.00% |
26/04/2024 | 8.87% | 0.14 CHF | 0.15 CHF | 258,581 | 50,000 | 290,321 | 50,000 | 31,415 CHF | 5,928 CHF | 99.27% | 99.27% |
25/04/2024 | 9.43% | 0.10 CHF | 0.11 CHF | 319,451 | 50,000 | 312,125 | 50,000 | 31,612 CHF | 5,570 CHF | 84.84% | 84.84% |