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 | 5.06% | 5.50 CHF | 5.78 CHF | 10,000 | 5,000 | 10,385 | 5,000 | 55,749 CHF | 28,334 CHF | 98.83% | 98.83% |
07/05/2024 | 3.66% | 6.99 CHF | 7.26 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 71,157 CHF | 36,905 CHF | 97.06% | 97.06% |
06/05/2024 | 4.20% | 6.39 CHF | 6.68 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 66,952 CHF | 34,911 CHF | 100.00% | 100.00% |
03/05/2024 | 4.38% | 7.00 CHF | 7.30 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 67,087 CHF | 35,043 CHF | 97.89% | 97.89% |
02/05/2024 | 3.72% | 7.31 CHF | 7.58 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 71,364 CHF | 37,032 CHF | 99.40% | 99.40% |
30/04/2024 | 4.10% | 6.34 CHF | 6.60 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 63,982 CHF | 33,329 CHF | 99.37% | 99.37% |
29/04/2024 | 4.39% | 6.56 CHF | 6.86 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 67,287 CHF | 35,154 CHF | 75.34% | 75.34% |
26/04/2024 | 4.87% | 7.50 CHF | 7.87 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 74,154 CHF | 19,463 CHF | 98.59% | 98.59% |
25/04/2024 | 4.01% | 9.17 CHF | 9.53 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 87,311 CHF | 22,719 CHF | 98.79% | 98.79% |
24/04/2024 | 4.43% | 8.57 CHF | 8.94 CHF | 10,000 | 2,500 | 10,000 | 2,500 | 81,294 CHF | 21,244 CHF | 100.00% | 100.00% |