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 | 9.43% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 497'143 | 497'143 | 50'262 CHF | 55'234 CHF | 99.83% | 99.83% |
06.05.2024 | 9.55% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 499'635 | 491'004 | 49'836 CHF | 53'952 CHF | 99.75% | 99.75% |
03.05.2024 | 7.71% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 410'088 | 410'088 | 51'172 CHF | 55'273 CHF | 98.90% | 98.90% |
02.05.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 399'031 | 399'135 | 51'858 CHF | 55'865 CHF | 100.00% | 100.00% |
30.04.2024 | 7.64% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 411'127 | 411'127 | 51'759 CHF | 55'871 CHF | 100.00% | 100.00% |
29.04.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 472'288 | 472'288 | 51'927 CHF | 56'650 CHF | 99.89% | 99.89% |
26.04.2024 | 9.35% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 494'437 | 494'402 | 50'449 CHF | 55'389 CHF | 100.00% | 100.00% |
25.04.2024 | 8.04% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 425'894 | 425'894 | 50'846 CHF | 55'105 CHF | 84.41% | 84.41% |
24.04.2024 | 7.02% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 379'944 | 379'944 | 52'271 CHF | 56'070 CHF | 100.00% | 100.00% |
23.04.2024 | 6.83% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 369'956 | 369'956 | 52'322 CHF | 56'021 CHF | 99.05% | 99.05% |