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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 10.32% | 0.09 CHF | 0.10 CHF | 960'000 | 960'000 | 960'000 | 960'000 | 88'234 CHF | 97'834 CHF | 99.29% | 99.29% |
07.05.2024 | 11.31% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 999'484 | 999'484 | 83'631 CHF | 93'631 CHF | 99.92% | 99.92% |
06.05.2024 | 11.45% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 82'485 CHF | 92'485 CHF | 100.00% | 100.00% |
03.05.2024 | 9.95% | 0.09 CHF | 0.10 CHF | 880'000 | 880'000 | 880'000 | 880'000 | 84'912 CHF | 93'712 CHF | 99.40% | 99.40% |
02.05.2024 | 7.77% | 0.13 CHF | 0.14 CHF | 860'000 | 860'000 | 860'000 | 860'000 | 106'624 CHF | 115'224 CHF | 99.99% | 99.99% |
30.04.2024 | 8.08% | 0.13 CHF | 0.14 CHF | 890'000 | 890'000 | 890'000 | 890'000 | 105'975 CHF | 114'875 CHF | 99.16% | 99.16% |
29.04.2024 | 7.73% | 0.12 CHF | 0.13 CHF | 830'000 | 830'000 | 830'000 | 830'000 | 103'337 CHF | 111'637 CHF | 99.81% | 99.81% |
26.04.2024 | 7.99% | 0.15 CHF | 0.16 CHF | 920'000 | 920'000 | 920'000 | 920'000 | 111'096 CHF | 120'296 CHF | 99.33% | 99.33% |
25.04.2024 | 7.75% | 0.13 CHF | 0.14 CHF | 840'000 | 840'000 | 840'000 | 840'000 | 104'582 CHF | 112'982 CHF | 99.22% | 99.22% |
24.04.2024 | 7.07% | 0.14 CHF | 0.15 CHF | 860'000 | 860'000 | 859'992 | 859'992 | 117'363 CHF | 125'963 CHF | 99.60% | 99.60% |