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 | 8.95% | 0.24 CHF | 0.26 CHF | 210'000 | 25'000 | 226'979 | 25'000 | 50'559 CHF | 6'097 CHF | 100.00% | 100.00% |
07.05.2024 | 10.12% | 0.20 CHF | 0.22 CHF | 250'000 | 25'000 | 242'545 | 25'000 | 50'629 CHF | 5'804 CHF | 96.44% | 96.44% |
06.05.2024 | 8.97% | 0.24 CHF | 0.26 CHF | 210'000 | 25'000 | 209'569 | 25'000 | 50'383 CHF | 6'578 CHF | 100.00% | 100.00% |
03.05.2024 | 8.58% | 0.24 CHF | 0.27 CHF | 210'000 | 25'000 | 206'265 | 25'000 | 50'262 CHF | 6'642 CHF | 98.64% | 98.64% |
02.05.2024 | 9.23% | 0.23 CHF | 0.26 CHF | 220'000 | 25'000 | 232'428 | 25'000 | 50'508 CHF | 5'966 CHF | 99.13% | 99.13% |
30.04.2024 | 7.92% | 0.23 CHF | 0.25 CHF | 220'000 | 25'000 | 199'758 | 25'000 | 50'663 CHF | 6'886 CHF | 100.00% | 100.00% |
29.04.2024 | 7.95% | 0.27 CHF | 0.29 CHF | 190'000 | 25'000 | 194'426 | 25'000 | 51'610 CHF | 7'188 CHF | 100.00% | 100.00% |
26.04.2024 | 8.24% | 0.27 CHF | 0.29 CHF | 190'000 | 25'000 | 199'487 | 25'000 | 50'993 CHF | 6'944 CHF | 99.60% | 99.60% |
25.04.2024 | 8.68% | 0.23 CHF | 0.25 CHF | 220'000 | 25'000 | 209'629 | 25'000 | 50'317 CHF | 6'554 CHF | 99.43% | 99.43% |
24.04.2024 | 8.35% | 0.25 CHF | 0.28 CHF | 200'000 | 25'000 | 200'945 | 25'000 | 50'821 CHF | 6'877 CHF | 100.00% | 100.00% |