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 | 6.14% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 330,075 | 330,075 | 52,037 CHF | 55,337 CHF | 99.39% | 99.39% |
07/05/2024 | 5.35% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 286,745 | 286,745 | 52,168 CHF | 55,036 CHF | 99.22% | 99.22% |
06/05/2024 | 7.59% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 409,440 | 409,440 | 51,950 CHF | 56,044 CHF | 99.21% | 99.21% |
03/05/2024 | 8.77% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 471,685 | 471,685 | 51,445 CHF | 56,161 CHF | 99.38% | 99.38% |
02/05/2024 | 7.65% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 413,145 | 413,145 | 51,972 CHF | 56,104 CHF | 99.39% | 99.39% |
30/04/2024 | 6.34% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 340,305 | 340,305 | 51,965 CHF | 55,368 CHF | 99.43% | 99.43% |
29/04/2024 | 5.67% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 301,833 | 301,833 | 51,753 CHF | 54,771 CHF | 99.28% | 99.28% |
26/04/2024 | 5.82% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 307,482 | 307,482 | 51,316 CHF | 54,391 CHF | 97.24% | 97.24% |
25/04/2024 | 5.86% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 309,445 | 309,445 | 51,268 CHF | 54,363 CHF | 83.98% | 83.98% |
24/04/2024 | 5.15% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 275,385 | 275,385 | 52,084 CHF | 54,838 CHF | 99.39% | 99.39% |