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 | 9.73% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 528'901 | 410'714 | 51'736 CHF | 45'015 CHF | 99.85% | 99.85% |
06.05.2024 | 11.08% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 595'586 | 327'754 | 50'810 CHF | 31'515 CHF | 99.83% | 99.83% |
03.05.2024 | 8.96% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 482'395 | 482'395 | 51'453 CHF | 56'277 CHF | 100.00% | 100.00% |
02.05.2024 | 9.30% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 488'204 | 488'204 | 50'156 CHF | 55'038 CHF | 100.00% | 100.00% |
30.04.2024 | 9.92% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 525'605 | 436'261 | 50'325 CHF | 46'715 CHF | 100.00% | 100.00% |
29.04.2024 | 9.92% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 524'517 | 423'766 | 50'233 CHF | 45'401 CHF | 99.91% | 99.91% |
26.04.2024 | 10.80% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 584'562 | 312'496 | 51'237 CHF | 30'649 CHF | 97.86% | 97.86% |
25.04.2024 | 13.31% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 727'851 | 370'772 | 51'024 CHF | 29'754 CHF | 84.58% | 84.58% |
24.04.2024 | 28.29% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'501 CHF | 10'125 CHF | 100.00% | 100.00% |
23.04.2024 | 28.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 29'563 CHF | 9'891 CHF | 100.00% | 100.00% |