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 | 19.53% | 0.09 CHF | 0.10 CHF | 500'000 | 200'000 | 499'805 | 83'717 | 43'441 CHF | 8'626 CHF | 96.06% | 96.06% |
08.05.2024 | 17.84% | 0.05 CHF | 0.06 CHF | 500'000 | 200'000 | 439'681 | 85'435 | 42'542 CHF | 8'540 CHF | 94.58% | 94.58% |
07.05.2024 | 11.10% | 0.17 CHF | 0.18 CHF | 300'000 | 200'000 | 315'336 | 83'901 | 50'951 CHF | 15'417 CHF | 98.85% | 98.85% |
06.05.2024 | 11.57% | 0.15 CHF | 0.16 CHF | 350'000 | 200'000 | 329'927 | 83'652 | 50'852 CHF | 14'499 CHF | 99.55% | 99.55% |
03.05.2024 | 13.79% | 0.14 CHF | 0.14 CHF | 380'000 | 200'000 | 399'380 | 83'956 | 50'687 CHF | 12'540 CHF | 98.04% | 98.04% |
02.05.2024 | 14.08% | 0.11 CHF | 0.12 CHF | 460'000 | 200'000 | 413'412 | 83'619 | 50'122 CHF | 10'837 CHF | 99.66% | 99.66% |
30.04.2024 | 10.08% | 0.15 CHF | 0.16 CHF | 350'000 | 200'000 | 292'332 | 83'624 | 50'846 CHF | 15'348 CHF | 99.66% | 99.66% |
29.04.2024 | 7.90% | 0.20 CHF | 0.21 CHF | 260'000 | 200'000 | 230'525 | 83'818 | 51'254 CHF | 18'809 CHF | 99.09% | 99.09% |
26.04.2024 | 6.71% | 0.23 CHF | 0.24 CHF | 230'000 | 200'000 | 193'195 | 82'293 | 51'429 CHF | 21'462 CHF | 69.27% | 69.27% |
25.04.2024 | 3.77% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 127'342 | 82'772 | 63'151 CHF | 42'536 CHF | 98.49% | 98.49% |