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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 7.67% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 403,184 | 100,000 | 50,536 CHF | 13,582 CHF | 33.67% | 33.67% |
10/05/2024 | 5.47% | 0.14 CHF | 0.15 CHF | 360,000 | 200,000 | 285,520 | 200,000 | 50,784 CHF | 37,783 CHF | 100.00% | 100.00% |
08/05/2024 | 3.73% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,601 CHF | 54,601 CHF | 100.00% | 100.00% |
07/05/2024 | 2.83% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 69,988 CHF | 71,988 CHF | 98.92% | 98.92% |
06/05/2024 | 2.48% | 0.43 CHF | 0.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 79,693 CHF | 81,693 CHF | 100.00% | 100.00% |
03/05/2024 | 2.48% | 0.44 CHF | 0.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 79,869 CHF | 81,869 CHF | 98.61% | 98.61% |
02/05/2024 | 2.70% | 0.38 CHF | 0.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 73,393 CHF | 75,393 CHF | 98.72% | 98.72% |
30/04/2024 | 2.69% | 0.36 CHF | 0.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 73,439 CHF | 75,439 CHF | 100.00% | 100.00% |
29/04/2024 | 2.77% | 0.38 CHF | 0.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 71,287 CHF | 73,287 CHF | 100.00% | 100.00% |
26/04/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 67,637 CHF | 69,637 CHF | 98.86% | 98.86% |