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 | 3.44% | 0.28 CHF | 0.29 CHF | 180,000 | 25,000 | 180,215 | 25,000 | 51,506 CHF | 7,395 CHF | 100.00% | 100.00% |
08/05/2024 | 3.56% | 0.27 CHF | 0.28 CHF | 190,000 | 25,000 | 185,522 | 25,000 | 51,200 CHF | 7,158 CHF | 100.00% | 100.00% |
07/05/2024 | 3.70% | 0.28 CHF | 0.29 CHF | 180,000 | 25,000 | 194,319 | 25,000 | 51,493 CHF | 6,883 CHF | 96.44% | 96.44% |
06/05/2024 | 4.16% | 0.23 CHF | 0.24 CHF | 220,000 | 25,000 | 214,691 | 25,000 | 50,494 CHF | 6,133 CHF | 100.00% | 100.00% |
03/05/2024 | 4.07% | 0.24 CHF | 0.25 CHF | 210,000 | 25,000 | 209,235 | 25,000 | 50,361 CHF | 6,269 CHF | 86.50% | 86.50% |
02/05/2024 | 4.30% | 0.23 CHF | 0.24 CHF | 220,000 | 25,000 | 222,440 | 25,000 | 50,597 CHF | 5,939 CHF | 99.10% | 99.10% |
30/04/2024 | 4.35% | 0.22 CHF | 0.23 CHF | 230,000 | 25,000 | 225,104 | 25,000 | 50,596 CHF | 5,872 CHF | 99.90% | 99.90% |
29/04/2024 | 4.54% | 0.22 CHF | 0.23 CHF | 230,000 | 50,000 | 234,474 | 50,000 | 50,510 CHF | 11,276 CHF | 99.49% | 99.49% |
26/04/2024 | 5.30% | 0.21 CHF | 0.22 CHF | 240,000 | 50,000 | 276,000 | 50,000 | 50,687 CHF | 9,703 CHF | 99.26% | 99.26% |
25/04/2024 | 5.51% | 0.18 CHF | 0.19 CHF | 280,000 | 50,000 | 286,937 | 50,000 | 50,629 CHF | 9,334 CHF | 84.84% | 84.84% |