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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 6.87% | 0.15 CHF | 0.16 CHF | 500'000 | 100'000 | 499'976 | 100'000 | 70'492 CHF | 15'099 CHF | 99.27% | 99.27% |
08.05.2024 | 7.11% | 0.13 CHF | 0.14 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 68'334 CHF | 14'667 CHF | 99.27% | 99.27% |
07.05.2024 | 5.61% | 0.17 CHF | 0.18 CHF | 500'000 | 100'000 | 500'000 | 99'988 | 86'806 CHF | 18'359 CHF | 98.13% | 98.13% |
06.05.2024 | 5.21% | 0.20 CHF | 0.21 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 93'802 CHF | 19'760 CHF | 99.27% | 99.27% |
03.05.2024 | 5.30% | 0.18 CHF | 0.19 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 92'037 CHF | 19'407 CHF | 99.17% | 99.17% |
02.05.2024 | 4.73% | 0.20 CHF | 0.21 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 103'344 CHF | 21'669 CHF | 99.27% | 99.27% |
30.04.2024 | 4.36% | 0.23 CHF | 0.24 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 112'335 CHF | 23'467 CHF | 98.15% | 98.15% |
29.04.2024 | 4.98% | 0.21 CHF | 0.22 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 97'948 CHF | 20'590 CHF | 99.21% | 99.21% |
26.04.2024 | 4.11% | 0.24 CHF | 0.25 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 119'285 CHF | 24'857 CHF | 99.27% | 99.27% |
25.04.2024 | 4.21% | 0.23 CHF | 0.24 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 116'677 CHF | 24'335 CHF | 97.47% | 97.47% |