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 | 4.92% | 0.21 CHF | 0.22 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 119,141 CHF | 125,141 CHF | 100.00% | 100.00% |
08/05/2024 | 4.39% | 0.22 CHF | 0.23 CHF | 590,000 | 590,000 | 590,000 | 590,000 | 131,510 CHF | 137,410 CHF | 99.29% | 99.29% |
07/05/2024 | 4.74% | 0.20 CHF | 0.21 CHF | 600,000 | 600,000 | 599,661 | 599,661 | 123,730 CHF | 129,730 CHF | 99.92% | 99.92% |
06/05/2024 | 4.84% | 0.20 CHF | 0.21 CHF | 610,000 | 610,000 | 610,000 | 610,000 | 123,144 CHF | 129,244 CHF | 100.00% | 100.00% |
03/05/2024 | 4.46% | 0.21 CHF | 0.22 CHF | 590,000 | 590,000 | 590,000 | 590,000 | 129,908 CHF | 135,808 CHF | 99.39% | 99.39% |
02/05/2024 | 3.73% | 0.27 CHF | 0.28 CHF | 580,000 | 580,000 | 580,000 | 580,000 | 152,707 CHF | 158,507 CHF | 100.00% | 100.00% |
30/04/2024 | 3.88% | 0.28 CHF | 0.28 CHF | 590,000 | 590,000 | 590,000 | 590,000 | 149,375 CHF | 155,275 CHF | 99.16% | 99.16% |
29/04/2024 | 3.83% | 0.25 CHF | 0.26 CHF | 580,000 | 580,000 | 580,000 | 580,000 | 148,721 CHF | 154,521 CHF | 99.81% | 99.81% |
26/04/2024 | 3.95% | 0.28 CHF | 0.30 CHF | 610,000 | 610,000 | 610,000 | 610,000 | 151,775 CHF | 157,875 CHF | 99.34% | 99.34% |
25/04/2024 | 3.86% | 0.26 CHF | 0.27 CHF | 590,000 | 590,000 | 590,000 | 590,000 | 150,004 CHF | 155,904 CHF | 99.18% | 99.18% |