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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 16.00% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 881'434 | 447'119 | 50'716 CHF | 30'185 CHF | 99.39% | 99.39% |
10.05.2024 | 13.83% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 746'366 | 384'368 | 50'183 CHF | 29'713 CHF | 99.39% | 99.39% |
08.05.2024 | 11.62% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 623'849 | 322'536 | 50'605 CHF | 29'381 CHF | 99.39% | 99.39% |
07.05.2024 | 11.19% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 600'910 | 306'054 | 50'744 CHF | 28'900 CHF | 99.25% | 99.25% |
06.05.2024 | 11.99% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 636'602 | 331'034 | 49'921 CHF | 29'265 CHF | 99.22% | 99.22% |
03.05.2024 | 13.25% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 717'247 | 371'955 | 50'561 CHF | 29'941 CHF | 99.29% | 99.29% |
02.05.2024 | 12.97% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 700'264 | 363'649 | 50'488 CHF | 29'858 CHF | 99.38% | 99.38% |
30.04.2024 | 10.92% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 588'928 | 301'982 | 51'026 CHF | 29'197 CHF | 99.44% | 99.44% |
29.04.2024 | 11.85% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 629'702 | 326'411 | 49'984 CHF | 29'166 CHF | 99.29% | 99.29% |
26.04.2024 | 12.94% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 694'420 | 360'919 | 50'221 CHF | 29'709 CHF | 97.23% | 97.23% |