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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 5.86% | 0.17 CHF | 0.18 CHF | 890,000 | 890,000 | 889,349 | 889,349 | 147,576 CHF | 156,476 CHF | 99.92% | 99.92% |
06/05/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 890,000 | 890,000 | 890,000 | 890,000 | 151,453 CHF | 160,353 CHF | 100.00% | 100.00% |
03/05/2024 | 6.01% | 0.17 CHF | 0.18 CHF | 960,000 | 960,000 | 960,000 | 960,000 | 155,420 CHF | 165,020 CHF | 99.37% | 99.37% |
02/05/2024 | 6.97% | 0.14 CHF | 0.15 CHF | 980,000 | 980,000 | 980,000 | 980,000 | 135,922 CHF | 145,722 CHF | 100.00% | 100.00% |
30/04/2024 | 6.64% | 0.14 CHF | 0.15 CHF | 950,000 | 950,000 | 950,000 | 950,000 | 138,398 CHF | 147,898 CHF | 99.16% | 99.16% |
29/04/2024 | 6.46% | 0.15 CHF | 0.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 150,002 CHF | 160,002 CHF | 99.81% | 99.81% |
26/04/2024 | 6.19% | 0.14 CHF | 0.15 CHF | 940,000 | 940,000 | 940,000 | 940,000 | 147,566 CHF | 156,966 CHF | 99.34% | 99.34% |
25/04/2024 | 6.33% | 0.15 CHF | 0.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 153,240 CHF | 163,240 CHF | 99.25% | 99.25% |
24/04/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 990,000 | 990,000 | 989,991 | 989,991 | 138,523 CHF | 148,423 CHF | 99.59% | 99.59% |
23/04/2024 | 7.19% | 0.15 CHF | 0.16 CHF | 1,000,000 | 1,000,000 | 999,438 | 999,438 | 134,454 CHF | 144,454 CHF | 97.59% | 97.59% |