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 | 9.75% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 520,607 | 410,431 | 50,705 CHF | 44,884 CHF | 99.38% | 99.38% |
07/05/2024 | 7.98% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 433,720 | 427,662 | 52,174 CHF | 55,720 CHF | 99.24% | 99.24% |
06/05/2024 | 11.89% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 637,343 | 330,222 | 50,446 CHF | 29,436 CHF | 99.20% | 99.20% |
03/05/2024 | 13.88% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 755,724 | 388,790 | 50,661 CHF | 29,964 CHF | 99.38% | 99.38% |
02/05/2024 | 11.91% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 634,358 | 331,865 | 49,977 CHF | 29,545 CHF | 99.39% | 99.39% |
30/04/2024 | 9.49% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 507,839 | 434,885 | 50,997 CHF | 48,785 CHF | 99.42% | 99.42% |
29/04/2024 | 8.22% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 439,442 | 439,442 | 51,274 CHF | 55,668 CHF | 99.28% | 99.28% |
26/04/2024 | 8.46% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 457,088 | 457,088 | 51,744 CHF | 56,315 CHF | 97.21% | 97.21% |
25/04/2024 | 8.46% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 455,087 | 455,087 | 51,491 CHF | 56,042 CHF | 83.96% | 83.96% |
24/04/2024 | 7.26% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 392,257 | 392,257 | 52,098 CHF | 56,021 CHF | 99.39% | 99.39% |