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 | 4.41% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 238'152 | 238'090 | 52'836 CHF | 55'204 CHF | 99.90% | 99.90% |
07.05.2024 | 3.00% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 169'505 | 169'632 | 55'246 CHF | 56'978 CHF | 99.08% | 99.16% |
06.05.2024 | 9.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 518'042 | 441'689 | 50'781 CHF | 48'298 CHF | 99.76% | 99.76% |
03.05.2024 | 11.47% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 614'408 | 315'262 | 50'534 CHF | 29'074 CHF | 100.00% | 100.00% |
02.05.2024 | 12.71% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 676'974 | 353'169 | 49'866 CHF | 29'557 CHF | 100.00% | 100.00% |
30.04.2024 | 11.66% | 0.07 CHF | 0.08 CHF | 625'000 | 325'000 | 622'813 | 319'371 | 50'375 CHF | 29'010 CHF | 100.00% | 100.00% |
29.04.2024 | 10.14% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 539'881 | 382'603 | 50'563 CHF | 40'125 CHF | 94.60% | 94.60% |
26.04.2024 | 10.63% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 579'015 | 310'476 | 51'575 CHF | 30'873 CHF | 100.00% | 100.00% |
25.04.2024 | 9.57% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 516'364 | 428'868 | 51'397 CHF | 47'696 CHF | 84.46% | 84.46% |
24.04.2024 | 8.40% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 449'508 | 449'458 | 51'341 CHF | 55'829 CHF | 100.00% | 100.00% |