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 | 30.99% | 0.05 CHF | 0.06 CHF | 500'000 | 500'000 | 188'149 | 188'149 | 9'889 CHF | 12'550 CHF | 98.29% | 98.29% |
06.05.2024 | 23.81% | 0.05 CHF | 0.06 CHF | 500'000 | 500'000 | 187'726 | 187'726 | 11'168 CHF | 13'827 CHF | 98.26% | 98.26% |
03.05.2024 | 15.93% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 186'983 | 186'983 | 17'737 CHF | 20'390 CHF | 99.61% | 99.61% |
02.05.2024 | 11.56% | 0.14 CHF | 0.15 CHF | 500'000 | 500'000 | 188'136 | 188'136 | 27'909 CHF | 30'570 CHF | 98.14% | 98.14% |
30.04.2024 | 14.76% | 0.12 CHF | 0.13 CHF | 500'000 | 500'000 | 188'428 | 188'428 | 20'774 CHF | 23'437 CHF | 97.80% | 97.80% |
29.04.2024 | 15.29% | 0.12 CHF | 0.13 CHF | 500'000 | 500'000 | 190'216 | 190'216 | 22'086 CHF | 24'763 CHF | 96.04% | 96.04% |
26.04.2024 | 6.64% | 0.16 CHF | 0.17 CHF | 200'000 | 200'000 | 75'590 | 75'590 | 17'346 CHF | 18'412 CHF | 96.33% | 96.33% |
25.04.2024 | 3.97% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 74'484 | 74'484 | 35'103 CHF | 36'442 CHF | 95.50% | 95.50% |
24.04.2024 | 5.37% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 75'610 | 75'610 | 26'417 CHF | 27'484 CHF | 97.14% | 97.14% |
23.04.2024 | 3.31% | 0.42 CHF | 0.43 CHF | 100'000 | 100'000 | 37'558 | 37'558 | 18'486 CHF | 19'018 CHF | 98.52% | 98.52% |