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 | 11.32% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 610'022 | 310'023 | 50'843 CHF | 28'925 CHF | 99.77% | 99.77% |
06.05.2024 | 12.08% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 648'779 | 336'888 | 50'457 CHF | 29'571 CHF | 99.76% | 99.76% |
03.05.2024 | 13.10% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 709'011 | 367'005 | 50'563 CHF | 29'846 CHF | 100.00% | 100.00% |
02.05.2024 | 13.05% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 700'371 | 364'730 | 50'137 CHF | 29'765 CHF | 100.00% | 100.00% |
30.04.2024 | 12.25% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 656'226 | 340'613 | 50'278 CHF | 29'504 CHF | 100.00% | 100.00% |
29.04.2024 | 11.73% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 623'175 | 323'539 | 50'030 CHF | 29'207 CHF | 95.05% | 95.05% |
26.04.2024 | 12.33% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 660'357 | 342'680 | 50'254 CHF | 29'506 CHF | 100.00% | 100.00% |
25.04.2024 | 11.66% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 621'810 | 319'851 | 50'191 CHF | 29'005 CHF | 84.42% | 84.42% |
24.04.2024 | 10.49% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 570'555 | 320'029 | 51'568 CHF | 32'244 CHF | 100.00% | 100.00% |
23.04.2024 | 11.06% | 0.10 CHF | 0.11 CHF | 525'000 | 525'000 | 600'901 | 328'530 | 51'346 CHF | 31'565 CHF | 100.00% | 100.00% |