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 | 9.04% | 0.13 CHF | 0.14 CHF | 390'000 | 50'000 | 380'988 | 50'000 | 50'610 CHF | 7'280 CHF | 99.43% | 99.43% |
07.05.2024 | 9.28% | 0.12 CHF | 0.13 CHF | 420'000 | 50'000 | 435'048 | 50'000 | 50'485 CHF | 6'380 CHF | 95.49% | 95.49% |
06.05.2024 | 10.47% | 0.12 CHF | 0.13 CHF | 420'000 | 50'000 | 443'413 | 50'000 | 50'517 CHF | 6'337 CHF | 97.81% | 97.81% |
03.05.2024 | 9.83% | 0.11 CHF | 0.12 CHF | 460'000 | 50'000 | 485'507 | 50'000 | 50'167 CHF | 5'711 CHF | 92.12% | 92.12% |
02.05.2024 | 11.67% | 0.10 CHF | 0.11 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 47'924 CHF | 5'384 CHF | 99.13% | 99.13% |
30.04.2024 | 9.78% | 0.10 CHF | 0.11 CHF | 500'000 | 50'000 | 448'057 | 50'000 | 50'492 CHF | 6'239 CHF | 91.67% | 91.67% |
29.04.2024 | 7.69% | 0.13 CHF | 0.14 CHF | 390'000 | 50'000 | 346'891 | 50'000 | 50'934 CHF | 7'948 CHF | 97.46% | 97.46% |
26.04.2024 | 8.76% | 0.14 CHF | 0.16 CHF | 360'000 | 50'000 | 378'318 | 50'000 | 50'531 CHF | 7'309 CHF | 96.19% | 96.19% |
25.04.2024 | 9.43% | 0.12 CHF | 0.13 CHF | 420'000 | 50'000 | 433'506 | 50'000 | 50'401 CHF | 6'456 CHF | 97.44% | 97.44% |
24.04.2024 | 6.98% | 0.16 CHF | 0.17 CHF | 320'000 | 50'000 | 307'094 | 50'000 | 51'061 CHF | 8'923 CHF | 98.92% | 98.92% |