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 | 8.14% | 0.16 CHF | 0.18 CHF | 320'000 | 100'000 | 330'519 | 100'000 | 50'989 CHF | 16'779 CHF | 98.78% | 98.78% |
07.05.2024 | 9.55% | 0.14 CHF | 0.16 CHF | 360'000 | 100'000 | 377'750 | 100'000 | 50'517 CHF | 14'744 CHF | 95.92% | 95.92% |
06.05.2024 | 12.77% | 0.11 CHF | 0.13 CHF | 460'000 | 100'000 | 462'858 | 100'000 | 50'497 CHF | 12'427 CHF | 96.34% | 96.34% |
03.05.2024 | 11.19% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 48'626 CHF | 10'878 CHF | 97.82% | 97.82% |
02.05.2024 | 13.54% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 485'527 | 100'000 | 50'210 CHF | 11'867 CHF | 99.41% | 99.41% |
30.04.2024 | 10.94% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 432'424 | 100'000 | 50'476 CHF | 13'048 CHF | 100.00% | 100.00% |
29.04.2024 | 12.91% | 0.12 CHF | 0.14 CHF | 420'000 | 100'000 | 426'201 | 100'000 | 50'438 CHF | 13'486 CHF | 100.00% | 100.00% |
26.04.2024 | 10.93% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 478'193 | 100'000 | 50'281 CHF | 11'766 CHF | 99.21% | 99.21% |
25.04.2024 | 8.96% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 402'836 | 100'000 | 50'606 CHF | 13'780 CHF | 98.56% | 98.56% |
24.04.2024 | 9.12% | 0.14 CHF | 0.16 CHF | 360'000 | 100'000 | 323'464 | 100'000 | 51'062 CHF | 17'341 CHF | 100.00% | 100.00% |