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 | 4.88% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 253'234 | 250'000 | 50'674 CHF | 52'559 CHF | 99.32% | 99.32% |
07.05.2024 | 6.66% | 0.17 CHF | 0.18 CHF | 300'000 | 250'000 | 349'652 | 250'000 | 50'796 CHF | 39'033 CHF | 84.48% | 84.48% |
06.05.2024 | 9.61% | 0.09 CHF | 0.10 CHF | 500'000 | 250'000 | 485'159 | 250'000 | 48'262 CHF | 27'449 CHF | 92.67% | 92.67% |
03.05.2024 | 11.59% | 0.08 CHF | 0.09 CHF | 500'000 | 250'000 | 500'000 | 250'000 | 40'775 CHF | 22'888 CHF | 93.41% | 93.41% |
02.05.2024 | 11.89% | 0.07 CHF | 0.08 CHF | 500'000 | 250'000 | 500'000 | 250'000 | 39'868 CHF | 22'434 CHF | 93.09% | 93.09% |
30.04.2024 | 9.45% | 0.09 CHF | 0.10 CHF | 500'000 | 250'000 | 488'513 | 250'000 | 49'345 CHF | 27'805 CHF | 96.28% | 96.28% |
29.04.2024 | 7.61% | 0.11 CHF | 0.12 CHF | 460'000 | 250'000 | 400'018 | 250'000 | 50'571 CHF | 34'194 CHF | 99.20% | 99.20% |
26.04.2024 | 8.35% | 0.13 CHF | 0.14 CHF | 390'000 | 250'000 | 440'595 | 250'000 | 50'556 CHF | 31'286 CHF | 94.61% | 94.61% |
25.04.2024 | 9.23% | 0.10 CHF | 0.11 CHF | 500'000 | 250'000 | 473'883 | 250'000 | 49'196 CHF | 28'537 CHF | 97.23% | 97.23% |
24.04.2024 | 6.07% | 0.14 CHF | 0.15 CHF | 360'000 | 250'000 | 319'420 | 250'000 | 51'058 CHF | 42'572 CHF | 98.74% | 98.74% |