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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 8.53% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 460'459 | 460'459 | 51'696 CHF | 56'301 CHF | 100.00% | 100.00% |
08.05.2024 | 10.56% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 569'610 | 358'175 | 51'060 CHF | 36'432 CHF | 100.00% | 100.00% |
07.05.2024 | 13.94% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 754'977 | 388'785 | 50'399 CHF | 29'851 CHF | 99.82% | 99.82% |
06.05.2024 | 11.69% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 628'472 | 319'980 | 50'639 CHF | 28'958 CHF | 99.77% | 99.77% |
03.05.2024 | 11.82% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 629'696 | 325'920 | 50'150 CHF | 29'211 CHF | 100.00% | 100.00% |
02.05.2024 | 12.06% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 638'239 | 333'012 | 49'740 CHF | 29'280 CHF | 100.00% | 100.00% |
30.04.2024 | 10.78% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 583'667 | 300'000 | 51'263 CHF | 29'359 CHF | 100.00% | 100.00% |
29.04.2024 | 10.94% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 587'181 | 301'643 | 50'787 CHF | 29'111 CHF | 95.03% | 95.03% |
26.04.2024 | 10.57% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 575'317 | 320'271 | 51'571 CHF | 32'117 CHF | 100.00% | 100.00% |
25.04.2024 | 13.59% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 728'806 | 381'161 | 50'038 CHF | 29'979 CHF | 83.92% | 83.92% |