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 | 5.39% | 0.18 CHF | 0.19 CHF | 280,000 | 200,000 | 281,418 | 200,000 | 50,758 CHF | 38,132 CHF | 100.00% | 100.00% |
07/05/2024 | 3.70% | 0.23 CHF | 0.24 CHF | 220,000 | 200,000 | 201,859 | 200,000 | 53,913 CHF | 55,472 CHF | 98.92% | 98.92% |
06/05/2024 | 3.12% | 0.35 CHF | 0.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 63,294 CHF | 65,294 CHF | 100.00% | 100.00% |
03/05/2024 | 3.12% | 0.35 CHF | 0.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 63,168 CHF | 65,168 CHF | 98.64% | 98.64% |
02/05/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,158 | 200,000 | 56,788 CHF | 58,751 CHF | 99.13% | 99.13% |
30/04/2024 | 3.45% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 57,059 CHF | 59,059 CHF | 100.00% | 100.00% |
29/04/2024 | 3.61% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,592 CHF | 56,592 CHF | 100.00% | 100.00% |
26/04/2024 | 3.84% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 201,402 | 200,000 | 51,455 CHF | 53,124 CHF | 99.26% | 99.26% |
25/04/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 230,000 | 200,000 | 228,918 | 200,000 | 50,588 CHF | 46,217 CHF | 14.06% | 98.90% |
24/04/2024 | 4.04% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 211,258 | 200,000 | 51,373 CHF | 50,850 CHF | 77.71% | 100.00% |