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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 4.51% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 233'306 | 100'000 | 50'520 CHF | 22'669 CHF | 91.00% | 91.00% |
08.05.2024 | 4.84% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 248'264 | 100'000 | 50'097 CHF | 21'187 CHF | 99.99% | 99.99% |
07.05.2024 | 4.47% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 231'213 | 100'000 | 50'532 CHF | 22'879 CHF | 99.96% | 99.96% |
06.05.2024 | 6.40% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 189'929 | 92'150 | 45'816 CHF | 23'254 CHF | 99.99% | 99.99% |
03.05.2024 | 8.33% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 186'948 | 85'985 | 42'545 CHF | 20'687 CHF | 97.28% | 97.28% |
02.05.2024 | 7.91% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 269'995 | 94'455 | 47'389 CHF | 17'597 CHF | 99.47% | 99.47% |
30.04.2024 | 7.52% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 283'565 | 95'984 | 48'503 CHF | 17'571 CHF | 98.41% | 98.41% |
29.04.2024 | 5.22% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 273'167 | 100'000 | 50'988 CHF | 19'685 CHF | 99.94% | 99.94% |
26.04.2024 | 8.00% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 251'207 | 93'131 | 46'783 CHF | 18'385 CHF | 95.45% | 95.45% |
25.04.2024 | 12.23% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 234'430 | 85'109 | 41'678 CHF | 16'116 CHF | 96.89% | 96.89% |