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 | 4.76% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 258'688 | 258'701 | 53'076 CHF | 55'666 CHF | 86.71% | 86.71% |
07.05.2024 | 5.96% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 322'213 | 322'252 | 52'459 CHF | 55'687 CHF | 84.35% | 84.35% |
06.05.2024 | 7.78% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 417'870 | 417'874 | 51'661 CHF | 55'840 CHF | 88.61% | 88.61% |
03.05.2024 | 9.32% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 490'039 | 482'928 | 50'134 CHF | 54'238 CHF | 86.18% | 86.18% |
02.05.2024 | 9.49% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 498'833 | 435'741 | 50'143 CHF | 48'850 CHF | 87.43% | 87.43% |
30.04.2024 | 7.98% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 425'888 | 425'868 | 51'260 CHF | 55'516 CHF | 88.84% | 88.84% |
29.04.2024 | 6.79% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 368'798 | 368'806 | 52'465 CHF | 56'155 CHF | 85.46% | 85.46% |
26.04.2024 | 7.52% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 428'895 | 402'196 | 54'820 CHF | 55'535 CHF | 89.73% | 89.73% |
25.04.2024 | 8.31% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 441'713 | 441'706 | 50'975 CHF | 55'392 CHF | 92.25% | 92.25% |
24.04.2024 | 5.87% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 312'311 | 312'313 | 51'593 CHF | 54'716 CHF | 90.70% | 90.70% |