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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 13.67% | 0.07 CHF | 0.08 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 17,041 CHF | 19,541 CHF | 99.53% | 99.53% |
06/05/2024 | 13.98% | 0.07 CHF | 0.08 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 16,638 CHF | 19,138 CHF | 99.55% | 99.55% |
03/05/2024 | 13.27% | 0.07 CHF | 0.08 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 17,595 CHF | 20,095 CHF | 99.52% | 99.52% |
02/05/2024 | 12.78% | 0.07 CHF | 0.08 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 16,486 CHF | 18,736 CHF | 99.47% | 99.47% |
30/04/2024 | 11.88% | 0.08 CHF | 0.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 15,834 CHF | 17,834 CHF | 99.50% | 99.57% |
29/04/2024 | 12.11% | 0.08 CHF | 0.09 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 17,457 CHF | 19,707 CHF | 99.49% | 99.49% |
26/04/2024 | 11.53% | 0.08 CHF | 0.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 16,350 CHF | 18,350 CHF | 99.49% | 99.49% |
25/04/2024 | 11.24% | 0.09 CHF | 0.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 16,806 CHF | 18,806 CHF | 99.52% | 99.52% |
24/04/2024 | 11.16% | 0.09 CHF | 0.10 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 14,818 CHF | 16,568 CHF | 99.61% | 99.61% |
23/04/2024 | 10.77% | 0.09 CHF | 0.10 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 15,372 CHF | 17,122 CHF | 99.49% | 99.49% |