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 | 11.80% | 0.10 CHF | 0.11 CHF | 220'000 | 220'000 | 107'316 | 107'316 | 10'933 CHF | 12'212 CHF | 100.00% | 100.00% |
08.05.2024 | 11.31% | 0.07 CHF | 0.08 CHF | 220'000 | 220'000 | 104'000 | 104'000 | 10'446 CHF | 11'687 CHF | 98.73% | 98.73% |
07.05.2024 | 7.53% | 0.17 CHF | 0.18 CHF | 210'000 | 210'000 | 102'978 | 102'978 | 17'273 CHF | 18'502 CHF | 99.67% | 99.67% |
06.05.2024 | 7.80% | 0.15 CHF | 0.16 CHF | 210'000 | 210'000 | 102'967 | 102'967 | 16'418 CHF | 17'646 CHF | 100.00% | 100.00% |
03.05.2024 | 9.03% | 0.14 CHF | 0.15 CHF | 220'000 | 220'000 | 97'210 | 97'210 | 13'475 CHF | 14'650 CHF | 99.97% | 99.97% |
02.05.2024 | 9.20% | 0.12 CHF | 0.13 CHF | 220'000 | 220'000 | 103'020 | 103'020 | 12'997 CHF | 14'216 CHF | 99.99% | 99.99% |
30.04.2024 | 6.98% | 0.14 CHF | 0.16 CHF | 210'000 | 210'000 | 102'267 | 102'267 | 17'418 CHF | 18'633 CHF | 99.27% | 99.27% |
29.04.2024 | 5.16% | 0.20 CHF | 0.21 CHF | 210'000 | 210'000 | 102'141 | 102'141 | 21'598 CHF | 22'740 CHF | 99.56% | 99.56% |
26.04.2024 | 5.74% | 0.22 CHF | 0.23 CHF | 210'000 | 210'000 | 71'719 | 71'719 | 15'668 CHF | 16'564 CHF | 99.25% | 99.25% |
25.04.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 190'000 | 190'000 | 97'300 | 97'300 | 48'781 CHF | 49'754 CHF | 86.84% | 100.00% |