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 | 5.18% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 279,740 | 279,740 | 52,501 CHF | 55,298 CHF | 99.38% | 99.38% |
07/05/2024 | 4.69% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 250,559 | 250,559 | 52,172 CHF | 54,678 CHF | 99.22% | 99.22% |
06/05/2024 | 6.04% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 322,648 | 322,648 | 51,813 CHF | 55,040 CHF | 99.22% | 99.22% |
03/05/2024 | 6.65% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 361,553 | 361,553 | 52,591 CHF | 56,206 CHF | 99.38% | 99.38% |
02/05/2024 | 6.01% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 323,164 | 323,163 | 52,125 CHF | 55,357 CHF | 99.38% | 99.38% |
30/04/2024 | 5.25% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 281,853 | 281,853 | 52,266 CHF | 55,084 CHF | 99.42% | 99.42% |
29/04/2024 | 4.87% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 251,833 | 251,833 | 50,509 CHF | 53,028 CHF | 99.28% | 99.28% |
26/04/2024 | 4.92% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 254,409 | 254,409 | 50,385 CHF | 52,929 CHF | 97.22% | 97.22% |
25/04/2024 | 4.97% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 258,835 | 258,834 | 50,727 CHF | 53,315 CHF | 83.96% | 83.96% |
24/04/2024 | 4.51% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 249,235 | 249,235 | 54,096 CHF | 56,588 CHF | 99.39% | 99.39% |