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 | 5.44% | 0.18 CHF | 0.19 CHF | 500'000 | 200'000 | 500'000 | 187'639 | 89'795 CHF | 35'407 CHF | 94.72% | 94.72% |
06.05.2024 | 5.39% | 0.19 CHF | 0.20 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 90'339 CHF | 38'136 CHF | 99.36% | 99.36% |
03.05.2024 | 5.96% | 0.17 CHF | 0.18 CHF | 500'000 | 200'000 | 500'000 | 198'693 | 81'978 CHF | 34'530 CHF | 99.35% | 99.35% |
02.05.2024 | 7.57% | 0.11 CHF | 0.12 CHF | 500'000 | 250'000 | 500'000 | 206'909 | 63'969 CHF | 28'415 CHF | 99.36% | 99.36% |
30.04.2024 | 6.44% | 0.14 CHF | 0.15 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 75'256 CHF | 32'103 CHF | 99.37% | 99.37% |
29.04.2024 | 6.58% | 0.15 CHF | 0.16 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 73'597 CHF | 31'439 CHF | 99.36% | 99.36% |
26.04.2024 | 7.77% | 0.15 CHF | 0.16 CHF | 500'000 | 200'000 | 499'988 | 228'956 | 62'338 CHF | 30'604 CHF | 99.36% | 99.36% |
25.04.2024 | 8.36% | 0.10 CHF | 0.11 CHF | 500'000 | 250'000 | 500'000 | 234'365 | 58'010 CHF | 29'323 CHF | 99.37% | 99.37% |
24.04.2024 | 7.54% | 0.14 CHF | 0.15 CHF | 500'000 | 200'000 | 499'934 | 216'724 | 64'067 CHF | 29'799 CHF | 99.36% | 99.36% |
23.04.2024 | 9.28% | 0.11 CHF | 0.12 CHF | 500'000 | 250'000 | 500'000 | 250'000 | 51'569 CHF | 28'284 CHF | 99.38% | 99.38% |