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 | 2.38% | 0.39 CHF | 0.40 CHF | 160'000 | 160'000 | 153'582 | 153'582 | 64'254 CHF | 65'793 CHF | 97.70% | 97.70% |
06.05.2024 | 7.55% | 0.14 CHF | 0.15 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 20'431 CHF | 22'031 CHF | 100.00% | 100.00% |
03.05.2024 | 8.82% | 0.12 CHF | 0.13 CHF | 160'000 | 160'000 | 160'091 | 160'091 | 17'361 CHF | 18'962 CHF | 99.95% | 99.95% |
02.05.2024 | 9.75% | 0.09 CHF | 0.10 CHF | 170'000 | 170'000 | 168'719 | 168'719 | 16'473 CHF | 18'161 CHF | 99.99% | 99.99% |
30.04.2024 | 9.08% | 0.09 CHF | 0.10 CHF | 170'000 | 170'000 | 162'089 | 162'089 | 17'083 CHF | 18'704 CHF | 99.99% | 99.99% |
29.04.2024 | 7.87% | 0.11 CHF | 0.12 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 19'556 CHF | 21'156 CHF | 100.00% | 100.00% |
26.04.2024 | 8.25% | 0.12 CHF | 0.13 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 18'632 CHF | 20'232 CHF | 99.59% | 99.59% |
25.04.2024 | 7.34% | 0.12 CHF | 0.13 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 21'094 CHF | 22'694 CHF | 99.98% | 99.98% |
24.04.2024 | 6.50% | 0.13 CHF | 0.14 CHF | 160'000 | 160'000 | 159'952 | 159'952 | 24'126 CHF | 25'726 CHF | 99.85% | 99.85% |
23.04.2024 | 5.30% | 0.19 CHF | 0.20 CHF | 160'000 | 160'000 | 159'900 | 159'900 | 29'438 CHF | 31'038 CHF | 100.00% | 100.00% |