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 | 14.84% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 813,121 | 413,324 | 50,704 CHF | 29,921 CHF | 99.38% | 99.38% |
07/05/2024 | 16.09% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 883,975 | 450,522 | 50,486 CHF | 30,227 CHF | 99.23% | 99.23% |
06/05/2024 | 12.74% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 683,997 | 355,498 | 50,252 CHF | 29,676 CHF | 99.21% | 99.21% |
03/05/2024 | 11.81% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 628,262 | 325,566 | 50,065 CHF | 29,197 CHF | 99.38% | 99.38% |
02/05/2024 | 12.19% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 640,842 | 335,043 | 49,377 CHF | 29,150 CHF | 99.38% | 99.38% |
30/04/2024 | 13.23% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 719,171 | 372,086 | 50,754 CHF | 29,982 CHF | 99.43% | 99.43% |
29/04/2024 | 13.81% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 745,193 | 386,234 | 50,230 CHF | 29,901 CHF | 99.29% | 99.29% |
26/04/2024 | 13.14% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 710,489 | 368,591 | 50,527 CHF | 29,898 CHF | 97.23% | 97.23% |
25/04/2024 | 13.14% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 708,711 | 368,241 | 50,410 CHF | 29,874 CHF | 83.96% | 83.96% |
24/04/2024 | 14.24% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 770,718 | 398,666 | 50,269 CHF | 29,989 CHF | 99.39% | 99.39% |