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 | 12.01% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 650'546 | 335'983 | 50'913 CHF | 29'648 CHF | 99.78% | 99.78% |
06.05.2024 | 13.93% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 757'760 | 391'381 | 50'612 CHF | 30'055 CHF | 99.77% | 99.77% |
03.05.2024 | 11.83% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 636'485 | 329'049 | 50'617 CHF | 29'452 CHF | 100.00% | 100.00% |
02.05.2024 | 15.35% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 832'493 | 422'940 | 50'183 CHF | 29'712 CHF | 100.00% | 100.00% |
30.04.2024 | 16.80% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 930'659 | 473'897 | 50'751 CHF | 30'585 CHF | 100.00% | 100.00% |
29.04.2024 | 15.03% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 824'994 | 416'487 | 50'783 CHF | 29'811 CHF | 95.08% | 95.08% |
26.04.2024 | 17.07% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 945'519 | 473'217 | 50'704 CHF | 30'129 CHF | 100.00% | 100.00% |
25.04.2024 | 19.45% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 988'518 | 359'011 | 46'121 CHF | 20'650 CHF | 84.47% | 84.47% |
24.04.2024 | 16.53% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 917'688 | 466'834 | 50'950 CHF | 30'583 CHF | 100.00% | 100.00% |
23.04.2024 | 17.35% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 962'447 | 484'862 | 50'703 CHF | 30'417 CHF | 100.00% | 100.00% |