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 | 7.82% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 410'767 | 100'000 | 50'493 CHF | 13'308 CHF | 100.00% | 100.00% |
07.05.2024 | 7.62% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 400'342 | 100'000 | 50'538 CHF | 13'655 CHF | 95.73% | 95.73% |
06.05.2024 | 7.59% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 399'051 | 100'000 | 50'610 CHF | 13'698 CHF | 94.79% | 94.79% |
03.05.2024 | 8.46% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 446'264 | 100'000 | 50'531 CHF | 12'343 CHF | 98.64% | 98.64% |
02.05.2024 | 9.21% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 484'607 | 100'000 | 50'231 CHF | 11'385 CHF | 99.12% | 99.12% |
30.04.2024 | 9.02% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 475'578 | 100'000 | 50'366 CHF | 11'611 CHF | 100.00% | 100.00% |
29.04.2024 | 9.28% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 488'026 | 100'000 | 50'180 CHF | 11'299 CHF | 100.00% | 100.00% |
26.04.2024 | 9.47% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 492'882 | 100'000 | 49'641 CHF | 11'085 CHF | 99.60% | 99.60% |
25.04.2024 | 10.02% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 47'531 CHF | 10'506 CHF | 99.42% | 99.42% |
24.04.2024 | 8.68% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 458'923 | 100'000 | 50'595 CHF | 12'027 CHF | 100.00% | 100.00% |