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 | 3.49% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 190'685 | 190'710 | 53'715 CHF | 55'629 CHF | 99.76% | 99.76% |
06.05.2024 | 4.11% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 221'089 | 221'088 | 52'624 CHF | 54'835 CHF | 99.52% | 99.52% |
03.05.2024 | 4.20% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 229'826 | 229'828 | 53'552 CHF | 55'851 CHF | 99.72% | 99.72% |
02.05.2024 | 5.62% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 302'993 | 302'996 | 52'397 CHF | 55'428 CHF | 100.00% | 100.00% |
30.04.2024 | 7.42% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 399'746 | 399'745 | 51'896 CHF | 55'893 CHF | 100.00% | 100.00% |
29.04.2024 | 8.03% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 429'262 | 429'261 | 51'351 CHF | 55'644 CHF | 99.84% | 99.84% |
26.04.2024 | 8.82% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 478'048 | 477'469 | 51'851 CHF | 56'562 CHF | 100.00% | 100.00% |
25.04.2024 | 9.88% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 526'006 | 418'525 | 50'591 CHF | 45'200 CHF | 84.32% | 84.32% |
24.04.2024 | 8.56% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 459'384 | 459'379 | 51'393 CHF | 55'986 CHF | 100.00% | 100.00% |
23.04.2024 | 8.23% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 441'956 | 441'415 | 51'449 CHF | 55'798 CHF | 100.00% | 100.00% |