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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 7.40% | 0.26 CHF | 0.28 CHF | 147,610 | 50,000 | 152,512 | 50,000 | 36,356 CHF | 12,871 CHF | 96.93% | 96.93% |
13/05/2024 | 7.45% | 0.23 CHF | 0.24 CHF | 156,756 | 50,000 | 161,150 | 50,000 | 33,584 CHF | 11,236 CHF | 87.95% | 87.95% |
10/05/2024 | 7.57% | 0.21 CHF | 0.23 CHF | 163,160 | 50,000 | 169,169 | 50,000 | 32,632 CHF | 10,413 CHF | 99.90% | 99.90% |
08/05/2024 | 7.24% | 0.19 CHF | 0.21 CHF | 170,610 | 50,000 | 170,227 | 50,000 | 33,569 CHF | 10,614 CHF | 93.72% | 93.72% |
07/05/2024 | 7.55% | 0.21 CHF | 0.22 CHF | 168,603 | 50,000 | 172,743 | 50,000 | 33,708 CHF | 10,529 CHF | 93.51% | 93.51% |
06/05/2024 | 8.09% | 0.18 CHF | 0.19 CHF | 180,725 | 50,000 | 183,617 | 50,000 | 31,790 CHF | 9,386 CHF | 86.92% | 86.92% |
03/05/2024 | 9.56% | 0.18 CHF | 0.20 CHF | 179,369 | 50,000 | 187,589 | 50,000 | 32,140 CHF | 9,444 CHF | 89.64% | 89.64% |
02/05/2024 | 7.68% | 0.16 CHF | 0.17 CHF | 201,814 | 50,000 | 188,488 | 50,000 | 33,158 CHF | 9,510 CHF | 91.32% | 91.32% |
30/04/2024 | 9.60% | 0.18 CHF | 0.20 CHF | 185,654 | 50,000 | 194,899 | 50,000 | 32,300 CHF | 9,131 CHF | 99.06% | 99.06% |
29/04/2024 | 8.86% | 0.20 CHF | 0.21 CHF | 181,346 | 50,000 | 187,564 | 50,000 | 33,726 CHF | 9,828 CHF | 73.41% | 73.41% |