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 | 8.78% | 0.11 CHF | 0.12 CHF | 240'000 | 240'000 | 238'982 | 238'982 | 26'058 CHF | 28'448 CHF | 97.67% | 97.67% |
06.05.2024 | 9.35% | 0.10 CHF | 0.11 CHF | 217'000 | 217'000 | 215'704 | 215'704 | 22'022 CHF | 24'179 CHF | 100.00% | 100.00% |
03.05.2024 | 8.59% | 0.12 CHF | 0.13 CHF | 222'900 | 222'900 | 221'982 | 221'982 | 24'736 CHF | 26'956 CHF | 100.00% | 100.00% |
02.05.2024 | 8.22% | 0.11 CHF | 0.12 CHF | 187'800 | 187'800 | 187'025 | 187'025 | 21'846 CHF | 23'717 CHF | 100.00% | 100.00% |
30.04.2024 | 7.92% | 0.13 CHF | 0.14 CHF | 212'500 | 212'500 | 202'733 | 202'733 | 24'632 CHF | 26'660 CHF | 100.00% | 100.00% |
29.04.2024 | 7.69% | 0.12 CHF | 0.13 CHF | 192'500 | 192'500 | 199'652 | 199'652 | 24'968 CHF | 26'965 CHF | 100.00% | 100.00% |
26.04.2024 | 8.77% | 0.12 CHF | 0.13 CHF | 136'700 | 136'700 | 136'507 | 136'507 | 14'952 CHF | 16'317 CHF | 99.11% | 99.11% |
25.04.2024 | 5.99% | 0.17 CHF | 0.18 CHF | 159'000 | 159'000 | 157'872 | 157'872 | 25'606 CHF | 27'185 CHF | 100.00% | 100.00% |
24.04.2024 | 6.18% | 0.16 CHF | 0.17 CHF | 155'000 | 155'000 | 152'557 | 152'557 | 23'936 CHF | 25'461 CHF | 99.80% | 99.80% |
23.04.2024 | 6.14% | 0.16 CHF | 0.17 CHF | 160'800 | 160'800 | 160'117 | 160'117 | 25'277 CHF | 26'878 CHF | 100.00% | 100.00% |