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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 5.51% | 0.18 CHF | 0.19 CHF | 620,000 | 620,000 | 620,000 | 620,000 | 109,545 CHF | 115,745 CHF | 99.29% | 99.29% |
07/05/2024 | 5.04% | 0.20 CHF | 0.21 CHF | 610,000 | 610,000 | 609,685 | 609,685 | 118,207 CHF | 124,307 CHF | 99.92% | 99.92% |
06/05/2024 | 4.89% | 0.20 CHF | 0.21 CHF | 620,000 | 620,000 | 620,000 | 620,000 | 123,708 CHF | 129,908 CHF | 100.00% | 100.00% |
03/05/2024 | 5.20% | 0.20 CHF | 0.21 CHF | 660,000 | 660,000 | 660,000 | 660,000 | 124,267 CHF | 130,867 CHF | 99.40% | 99.40% |
02/05/2024 | 6.32% | 0.15 CHF | 0.16 CHF | 680,000 | 680,000 | 680,000 | 680,000 | 104,367 CHF | 111,167 CHF | 100.00% | 100.00% |
30/04/2024 | 5.90% | 0.15 CHF | 0.16 CHF | 670,000 | 670,000 | 670,000 | 670,000 | 110,400 CHF | 117,100 CHF | 99.15% | 99.15% |
29/04/2024 | 5.79% | 0.17 CHF | 0.18 CHF | 710,000 | 710,000 | 710,000 | 710,000 | 119,272 CHF | 126,372 CHF | 99.81% | 99.81% |
26/04/2024 | 5.50% | 0.15 CHF | 0.16 CHF | 670,000 | 670,000 | 670,000 | 670,000 | 118,904 CHF | 125,604 CHF | 99.33% | 99.33% |
25/04/2024 | 5.63% | 0.17 CHF | 0.18 CHF | 710,000 | 710,000 | 710,000 | 710,000 | 122,946 CHF | 130,046 CHF | 99.24% | 99.24% |
24/04/2024 | 6.24% | 0.15 CHF | 0.16 CHF | 690,000 | 690,000 | 689,993 | 689,993 | 107,216 CHF | 114,116 CHF | 99.59% | 99.59% |