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 | 8.58% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 466'956 | 466'958 | 52'083 CHF | 56'753 CHF | 100.00% | 100.00% |
07.05.2024 | 8.29% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 446'126 | 446'129 | 51'542 CHF | 56'004 CHF | 99.74% | 99.74% |
06.05.2024 | 9.10% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 485'949 | 485'936 | 51'033 CHF | 55'891 CHF | 99.52% | 99.52% |
03.05.2024 | 9.42% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 497'138 | 497'140 | 50'334 CHF | 55'306 CHF | 99.70% | 99.70% |
02.05.2024 | 9.28% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 490'300 | 490'283 | 50'438 CHF | 55'340 CHF | 100.00% | 100.00% |
30.04.2024 | 8.59% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 463'871 | 463'865 | 51'701 CHF | 56'339 CHF | 100.00% | 100.00% |
29.04.2024 | 9.44% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 497'398 | 497'396 | 50'232 CHF | 55'206 CHF | 99.83% | 99.83% |
26.04.2024 | 9.03% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 486'238 | 482'941 | 51'462 CHF | 55'961 CHF | 100.00% | 100.00% |
25.04.2024 | 10.64% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 575'401 | 301'729 | 51'182 CHF | 29'869 CHF | 84.32% | 84.32% |
24.04.2024 | 9.30% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 493'653 | 493'656 | 50'645 CHF | 55'582 CHF | 100.00% | 100.00% |