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 | 8.12% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 434,942 | 434,942 | 51,363 CHF | 55,713 CHF | 99.38% | 99.38% |
07/05/2024 | 8.86% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 475,785 | 475,785 | 51,334 CHF | 56,092 CHF | 99.23% | 99.23% |
06/05/2024 | 6.97% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 378,775 | 378,775 | 52,433 CHF | 56,221 CHF | 99.21% | 99.21% |
03/05/2024 | 6.46% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 351,653 | 351,652 | 52,680 CHF | 56,197 CHF | 99.38% | 99.38% |
02/05/2024 | 6.73% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 365,628 | 365,628 | 52,483 CHF | 56,140 CHF | 99.39% | 99.39% |
30/04/2024 | 7.33% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 396,555 | 396,555 | 52,176 CHF | 56,141 CHF | 99.42% | 99.42% |
29/04/2024 | 7.68% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 411,187 | 411,187 | 51,512 CHF | 55,624 CHF | 99.28% | 99.28% |
26/04/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 399,813 | 399,813 | 51,976 CHF | 55,974 CHF | 97.23% | 97.23% |
25/04/2024 | 7.34% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 397,278 | 397,278 | 52,107 CHF | 56,080 CHF | 83.97% | 83.97% |
24/04/2024 | 7.98% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 51,163 CHF | 55,413 CHF | 99.38% | 99.38% |