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 | 9.91% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 405'630 | 100'000 | 38'669 CHF | 10'614 CHF | 100.00% | 100.00% |
07.05.2024 | 9.81% | 0.10 CHF | 0.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 29'137 CHF | 10'712 CHF | 95.73% | 95.73% |
06.05.2024 | 10.58% | 0.09 CHF | 0.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 26'902 CHF | 9'967 CHF | 94.79% | 94.79% |
03.05.2024 | 11.63% | 0.08 CHF | 0.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 24'324 CHF | 9'108 CHF | 98.64% | 98.64% |
02.05.2024 | 12.42% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 22'745 CHF | 8'582 CHF | 99.12% | 99.12% |
30.04.2024 | 12.22% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 23'126 CHF | 8'709 CHF | 100.00% | 100.00% |
29.04.2024 | 12.90% | 0.08 CHF | 0.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 21'837 CHF | 8'279 CHF | 100.00% | 100.00% |
26.04.2024 | 12.85% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 21'931 CHF | 8'310 CHF | 99.60% | 99.60% |
25.04.2024 | 13.32% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 21'017 CHF | 8'006 CHF | 99.42% | 99.42% |
24.04.2024 | 10.97% | 0.08 CHF | 0.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 25'914 CHF | 9'638 CHF | 100.00% | 100.00% |