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 | 9.31% | 0.09 CHF | 0.10 CHF | 550'000 | 550'000 | 517'068 | 514'227 | 52'977 CHF | 57'852 CHF | 100.00% | 100.00% |
06.05.2024 | 7.34% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 428'919 | 428'918 | 56'316 CHF | 60'605 CHF | 100.00% | 100.00% |
03.05.2024 | 6.33% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 380'334 | 380'326 | 58'253 CHF | 62'056 CHF | 97.86% | 97.86% |
02.05.2024 | 5.84% | 0.18 CHF | 0.19 CHF | 350'000 | 350'000 | 366'520 | 366'528 | 60'955 CHF | 64'621 CHF | 100.00% | 100.00% |
30.04.2024 | 6.36% | 0.16 CHF | 0.17 CHF | 400'000 | 400'000 | 395'888 | 395'888 | 60'254 CHF | 64'213 CHF | 100.00% | 100.00% |
29.04.2024 | 6.68% | 0.15 CHF | 0.16 CHF | 400'000 | 400'000 | 416'925 | 416'920 | 60'401 CHF | 64'570 CHF | 100.00% | 100.00% |
26.04.2024 | 6.03% | 0.15 CHF | 0.16 CHF | 400'000 | 400'000 | 381'400 | 381'390 | 61'394 CHF | 65'206 CHF | 99.83% | 99.83% |
25.04.2024 | 5.54% | 0.18 CHF | 0.19 CHF | 350'000 | 350'000 | 366'640 | 366'647 | 64'343 CHF | 68'011 CHF | 98.86% | 98.86% |
24.04.2024 | 6.88% | 0.15 CHF | 0.16 CHF | 425'000 | 425'000 | 444'483 | 444'483 | 62'434 CHF | 66'879 CHF | 85.52% | 85.52% |
23.04.2024 | 7.40% | 0.14 CHF | 0.15 CHF | 475'000 | 475'000 | 471'131 | 471'118 | 61'303 CHF | 66'013 CHF | 83.05% | 83.05% |