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 | 11.60% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 620'339 | 352'141 | 50'362 CHF | 32'775 CHF | 100.00% | 100.00% |
07.05.2024 | 8.41% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 454'531 | 454'531 | 51'715 CHF | 56'260 CHF | 99.76% | 99.76% |
06.05.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 426'148 | 426'152 | 51'141 CHF | 55'403 CHF | 99.52% | 99.52% |
03.05.2024 | 8.74% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 473'199 | 473'181 | 51'818 CHF | 56'548 CHF | 99.58% | 99.58% |
02.05.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 474'087 | 474'087 | 52'132 CHF | 56'873 CHF | 100.00% | 100.00% |
30.04.2024 | 7.92% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 420'940 | 420'939 | 51'074 CHF | 55'284 CHF | 100.00% | 100.00% |
29.04.2024 | 7.57% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 405'848 | 405'847 | 51'612 CHF | 55'671 CHF | 99.83% | 99.83% |
26.04.2024 | 7.89% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 420'838 | 420'837 | 51'268 CHF | 55'476 CHF | 100.00% | 100.00% |
25.04.2024 | 7.87% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 423'364 | 419'986 | 51'704 CHF | 55'464 CHF | 84.36% | 84.36% |
24.04.2024 | 7.07% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 383'172 | 383'176 | 52'323 CHF | 56'155 CHF | 100.00% | 100.00% |