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 | 5.34% | 0.22 CHF | 0.24 CHF | 172,625 | 75,000 | 173,376 | 75,000 | 42,797 CHF | 19,512 CHF | 100.00% | 100.00% |
07/05/2024 | 7.46% | 0.17 CHF | 0.19 CHF | 170,568 | 75,000 | 171,011 | 75,000 | 31,227 CHF | 14,749 CHF | 98.92% | 98.92% |
06/05/2024 | 5.11% | 0.24 CHF | 0.25 CHF | 172,569 | 75,000 | 173,133 | 75,000 | 45,276 CHF | 20,636 CHF | 100.00% | 100.00% |
03/05/2024 | 3.81% | 0.29 CHF | 0.30 CHF | 174,051 | 100,000 | 172,848 | 100,000 | 48,966 CHF | 29,437 CHF | 93.39% | 93.39% |
02/05/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 132,541 | 100,000 | 51,851 CHF | 40,267 CHF | 98.40% | 98.40% |
30/04/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 101,468 | 100,000 | 51,480 CHF | 51,769 CHF | 100.00% | 100.00% |
29/04/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,145 CHF | 55,145 CHF | 100.00% | 100.00% |
26/04/2024 | 1.67% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,345 CHF | 60,345 CHF | 99.60% | 99.60% |
25/04/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,905 CHF | 65,905 CHF | 99.42% | 99.42% |
24/04/2024 | 1.66% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,754 CHF | 60,754 CHF | 100.00% | 100.00% |