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 | 6.24% | 0.09 CHF | 0.10 CHF | 552'100 | 552'100 | 551'773 | 551'781 | 43'785 CHF | 46'546 CHF | 100.00% | 100.00% |
06.05.2024 | 6.52% | 0.10 CHF | 0.10 CHF | 698'800 | 698'800 | 698'800 | 698'800 | 53'110 CHF | 56'604 CHF | 100.00% | 100.00% |
03.05.2024 | 12.28% | 0.06 CHF | 0.06 CHF | 1'082'700 | 1'082'700 | 1'082'700 | 1'082'700 | 41'694 CHF | 47'107 CHF | 99.99% | 99.99% |
02.05.2024 | 16.24% | 0.04 CHF | 0.04 CHF | 1'685'500 | 1'685'500 | 1'685'500 | 1'685'500 | 48'198 CHF | 56'626 CHF | 100.00% | 100.00% |
30.04.2024 | 8.45% | 0.05 CHF | 0.05 CHF | 878'200 | 878'200 | 877'810 | 877'810 | 50'330 CHF | 54'721 CHF | 99.99% | 99.99% |
29.04.2024 | 14.32% | 0.04 CHF | 0.05 CHF | 1'387'400 | 1'387'400 | 1'387'230 | 1'387'230 | 45'504 CHF | 52'441 CHF | 100.00% | 100.00% |
26.04.2024 | 13.53% | 0.03 CHF | 0.04 CHF | 887'500 | 887'500 | 887'500 | 887'500 | 31'588 CHF | 36'026 CHF | 99.53% | 99.53% |
25.04.2024 | 12.16% | 0.04 CHF | 0.05 CHF | 921'900 | 921'900 | 921'900 | 921'900 | 35'950 CHF | 40'559 CHF | 99.92% | 99.92% |
24.04.2024 | 6.35% | 0.11 CHF | 0.13 CHF | 104'200 | 104'200 | 104'161 | 104'161 | 31'168 CHF | 33'074 CHF | 99.99% | 99.99% |
23.04.2024 | 6.07% | 0.30 CHF | 0.32 CHF | 117'500 | 117'500 | 117'500 | 117'500 | 36'563 CHF | 38'847 CHF | 100.00% | 100.00% |