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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 8.60% | 0.11 CHF | 0.12 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 66,874 CHF | 72,874 CHF | 100.00% | 100.00% |
10/05/2024 | 8.81% | 0.10 CHF | 0.11 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 65,098 CHF | 71,098 CHF | 100.00% | 100.00% |
08/05/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 600,000 | 600,000 | 599,769 | 599,769 | 60,082 CHF | 66,082 CHF | 99.63% | 99.63% |
07/05/2024 | 8.26% | 0.12 CHF | 0.13 CHF | 600,000 | 600,000 | 599,684 | 599,684 | 69,689 CHF | 75,689 CHF | 100.00% | 100.00% |
06/05/2024 | 7.46% | 0.12 CHF | 0.13 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 77,493 CHF | 83,493 CHF | 100.00% | 100.00% |
03/05/2024 | 7.52% | 0.12 CHF | 0.13 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 76,923 CHF | 82,923 CHF | 99.94% | 99.94% |
02/05/2024 | 8.68% | 0.10 CHF | 0.11 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 66,251 CHF | 72,251 CHF | 99.99% | 99.99% |
30/04/2024 | 8.12% | 0.11 CHF | 0.12 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 70,931 CHF | 76,931 CHF | 100.00% | 100.00% |
29/04/2024 | 7.86% | 0.13 CHF | 0.14 CHF | 600,000 | 600,000 | 599,741 | 599,741 | 73,365 CHF | 79,365 CHF | 100.00% | 100.00% |
26/04/2024 | 8.17% | 0.10 CHF | 0.11 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 70,611 CHF | 76,611 CHF | 99.54% | 99.54% |