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 | 8.07% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 433'974 | 433'970 | 51'632 CHF | 55'972 CHF | 99.77% | 99.77% |
06.05.2024 | 8.97% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 485'286 | 480'471 | 51'723 CHF | 56'046 CHF | 99.76% | 99.76% |
03.05.2024 | 9.87% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 525'688 | 434'043 | 50'581 CHF | 46'727 CHF | 100.00% | 100.00% |
02.05.2024 | 9.86% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 520'104 | 429'906 | 50'095 CHF | 46'202 CHF | 100.00% | 100.00% |
30.04.2024 | 9.07% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 485'684 | 485'684 | 51'188 CHF | 56'045 CHF | 100.00% | 100.00% |
29.04.2024 | 8.66% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 472'004 | 472'003 | 52'149 CHF | 56'868 CHF | 95.05% | 95.05% |
26.04.2024 | 9.33% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 492'715 | 492'715 | 50'407 CHF | 55'334 CHF | 100.00% | 100.00% |
25.04.2024 | 8.50% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 452'893 | 452'887 | 51'052 CHF | 55'580 CHF | 84.45% | 84.45% |
24.04.2024 | 7.21% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 388'738 | 388'738 | 51'976 CHF | 55'863 CHF | 100.00% | 100.00% |
23.04.2024 | 7.79% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 420'429 | 420'430 | 51'894 CHF | 56'099 CHF | 100.00% | 100.00% |