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 | 6.21% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 338'782 | 332'505 | 52'709 CHF | 55'255 CHF | 99.59% | 99.59% |
06.05.2024 | 14.07% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 764'225 | 393'582 | 50'521 CHF | 29'959 CHF | 99.77% | 99.77% |
03.05.2024 | 15.21% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 838'052 | 421'019 | 50'917 CHF | 29'794 CHF | 100.00% | 100.00% |
02.05.2024 | 15.31% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 832'316 | 419'586 | 50'186 CHF | 29'504 CHF | 100.00% | 100.00% |
30.04.2024 | 14.34% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 777'471 | 399'295 | 50'359 CHF | 29'866 CHF | 100.00% | 100.00% |
29.04.2024 | 13.26% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 714'645 | 371'108 | 50'315 CHF | 29'840 CHF | 94.62% | 94.62% |
26.04.2024 | 13.51% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 734'440 | 379'720 | 50'695 CHF | 30'008 CHF | 100.00% | 100.00% |
25.04.2024 | 12.92% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 700'095 | 362'555 | 50'660 CHF | 29'863 CHF | 84.43% | 84.43% |
24.04.2024 | 11.65% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 625'001 | 335'821 | 50'524 CHF | 30'719 CHF | 100.00% | 100.00% |
23.04.2024 | 10.36% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 561'109 | 339'600 | 51'369 CHF | 34'796 CHF | 100.00% | 100.00% |