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 | 5.08% | 0.19 CHF | 0.20 CHF | 420'000 | 420'000 | 228'699 | 228'699 | 45'349 CHF | 47'645 CHF | 97.68% | 97.68% |
06.05.2024 | 5.75% | 0.17 CHF | 0.18 CHF | 400'000 | 400'000 | 219'164 | 219'164 | 38'694 CHF | 40'894 CHF | 99.27% | 99.27% |
03.05.2024 | 4.74% | 0.22 CHF | 0.23 CHF | 720'000 | 720'000 | 261'715 | 261'715 | 57'381 CHF | 60'027 CHF | 97.88% | 97.88% |
02.05.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 760'000 | 760'000 | 419'910 | 419'910 | 32'685 CHF | 36'901 CHF | 100.00% | 100.00% |
30.04.2024 | 9.50% | 0.10 CHF | 0.11 CHF | 760'000 | 760'000 | 418'185 | 418'185 | 43'727 CHF | 47'928 CHF | 99.68% | 99.68% |
29.04.2024 | 10.86% | 0.11 CHF | 0.12 CHF | 760'000 | 760'000 | 418'079 | 418'079 | 40'564 CHF | 44'763 CHF | 99.72% | 99.72% |
26.04.2024 | 13.68% | 0.07 CHF | 0.08 CHF | 770'000 | 770'000 | 428'644 | 428'644 | 30'170 CHF | 34'474 CHF | 99.49% | 99.49% |
25.04.2024 | 15.98% | 0.06 CHF | 0.07 CHF | 780'000 | 780'000 | 429'757 | 429'757 | 25'824 CHF | 30'141 CHF | 99.88% | 99.88% |
24.04.2024 | 20.56% | 0.05 CHF | 0.06 CHF | 790'000 | 790'000 | 434'622 | 434'622 | 19'983 CHF | 24'347 CHF | 99.87% | 99.87% |
23.04.2024 | 24.22% | 0.04 CHF | 0.05 CHF | 800'000 | 800'000 | 436'915 | 436'915 | 16'723 CHF | 21'112 CHF | 99.60% | 99.60% |