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 | 6.50% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 111,886 CHF | 39,795 CHF | 98.81% | 98.81% |
10/05/2024 | 5.90% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 613,448 | 250,000 | 102,006 CHF | 43,765 CHF | 99.27% | 99.27% |
08/05/2024 | 7.73% | 0.12 CHF | 0.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 31,182 CHF | 33,682 CHF | 99.27% | 99.27% |
07/05/2024 | 6.85% | 0.14 CHF | 0.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 35,334 CHF | 37,834 CHF | 99.27% | 99.27% |
06/05/2024 | 9.40% | 0.10 CHF | 0.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 25,406 CHF | 27,906 CHF | 99.27% | 99.27% |
03/05/2024 | 9.89% | 0.07 CHF | 0.08 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 24,273 CHF | 26,773 CHF | 99.15% | 99.15% |
02/05/2024 | 14.51% | 0.06 CHF | 0.07 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 16,073 CHF | 18,573 CHF | 99.19% | 99.19% |
30/04/2024 | 10.82% | 0.08 CHF | 0.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 21,975 CHF | 24,475 CHF | 99.27% | 99.27% |
29/04/2024 | 12.34% | 0.08 CHF | 0.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 19,080 CHF | 21,580 CHF | 99.18% | 99.18% |
26/04/2024 | 14.15% | 0.06 CHF | 0.07 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 16,454 CHF | 18,954 CHF | 99.25% | 99.25% |