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 | 5.94% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 62'610 | 54'803 | 18'663 CHF | 17'458 CHF | 92.08% | 92.08% |
06.05.2024 | 7.41% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 389'338 | 100'000 | 50'605 CHF | 14'022 CHF | 98.68% | 98.68% |
03.05.2024 | 8.35% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 440'175 | 100'000 | 50'501 CHF | 12'496 CHF | 98.01% | 98.01% |
02.05.2024 | 8.63% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 455'946 | 100'000 | 50'574 CHF | 12'101 CHF | 85.86% | 85.86% |
30.04.2024 | 7.94% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 417'674 | 100'000 | 50'516 CHF | 13'129 CHF | 99.99% | 99.99% |
29.04.2024 | 7.28% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 382'622 | 100'000 | 50'629 CHF | 14'247 CHF | 85.86% | 85.86% |
26.04.2024 | 7.89% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 413'887 | 100'000 | 50'412 CHF | 13'243 CHF | 79.64% | 79.64% |
25.04.2024 | 7.18% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 376'118 | 100'000 | 50'532 CHF | 14'498 CHF | 98.27% | 98.27% |
24.04.2024 | 6.70% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 351'439 | 100'000 | 50'677 CHF | 15'561 CHF | 95.98% | 95.98% |
23.04.2024 | 8.23% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 192'322 | 78'490 | 32'513 CHF | 14'167 CHF | 100.00% | 100.00% |