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 | 11.33% | 0.10 CHF | 0.11 CHF | 400'000 | 400'000 | 479'765 | 479'962 | 40'036 CHF | 44'854 CHF | 94.64% | 94.64% |
06.05.2024 | 13.35% | 0.08 CHF | 0.09 CHF | 500'000 | 500'000 | 510'274 | 510'280 | 35'744 CHF | 40'847 CHF | 99.27% | 99.37% |
03.05.2024 | 18.18% | 0.06 CHF | 0.07 CHF | 750'000 | 750'000 | 719'455 | 719'466 | 36'718 CHF | 43'914 CHF | 99.35% | 99.35% |
02.05.2024 | 13.39% | 0.04 CHF | 0.05 CHF | 750'000 | 750'000 | 548'616 | 547'980 | 38'415 CHF | 43'860 CHF | 99.36% | 99.36% |
30.04.2024 | 11.07% | 0.09 CHF | 0.10 CHF | 400'000 | 400'000 | 486'415 | 486'640 | 41'601 CHF | 46'488 CHF | 99.36% | 99.36% |
29.04.2024 | 8.38% | 0.10 CHF | 0.11 CHF | 400'000 | 400'000 | 400'000 | 399'942 | 45'815 CHF | 49'809 CHF | 85.52% | 85.52% |
26.04.2024 | 9.50% | 0.10 CHF | 0.11 CHF | 400'000 | 400'000 | 445'174 | 445'174 | 44'633 CHF | 49'085 CHF | 99.36% | 99.36% |
25.04.2024 | 9.00% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 418'816 | 418'744 | 44'405 CHF | 48'585 CHF | 99.36% | 99.36% |
24.04.2024 | 6.95% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 429'460 | 399'110 | 60'859 CHF | 59'936 CHF | 99.36% | 99.36% |
23.04.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 897'331 | 299'123 | 212'890 CHF | 73'958 CHF | 99.38% | 99.38% |