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 | 8.87% | 0.10 CHF | 0.11 CHF | 725'000 | 725'000 | 673'033 | 673'033 | 72'574 CHF | 79'305 CHF | 100.00% | 100.00% |
07.05.2024 | 8.79% | 0.10 CHF | 0.11 CHF | 700'000 | 700'000 | 664'896 | 664'896 | 72'330 CHF | 78'979 CHF | 100.00% | 100.00% |
06.05.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 600'000 | 600'000 | 573'731 | 573'731 | 74'677 CHF | 80'414 CHF | 100.00% | 100.00% |
03.05.2024 | 5.26% | 0.16 CHF | 0.17 CHF | 500'000 | 500'000 | 429'013 | 429'013 | 79'631 CHF | 83'921 CHF | 97.87% | 97.87% |
02.05.2024 | 3.70% | 0.26 CHF | 0.27 CHF | 300'000 | 300'000 | 331'585 | 331'586 | 88'061 CHF | 91'377 CHF | 100.00% | 100.00% |
30.04.2024 | 4.80% | 0.23 CHF | 0.24 CHF | 425'000 | 425'000 | 426'038 | 426'038 | 86'585 CHF | 90'845 CHF | 100.00% | 100.00% |
29.04.2024 | 4.86% | 0.21 CHF | 0.22 CHF | 425'000 | 425'000 | 434'284 | 434'284 | 87'138 CHF | 91'481 CHF | 100.00% | 100.00% |
26.04.2024 | 3.96% | 0.22 CHF | 0.23 CHF | 400'000 | 400'000 | 376'262 | 376'262 | 93'259 CHF | 97'021 CHF | 99.83% | 99.83% |
25.04.2024 | 2.88% | 0.36 CHF | 0.37 CHF | 275'000 | 275'000 | 293'394 | 293'394 | 100'480 CHF | 103'414 CHF | 99.13% | 99.13% |
24.04.2024 | 3.65% | 0.28 CHF | 0.29 CHF | 350'000 | 350'000 | 353'865 | 353'865 | 95'196 CHF | 98'735 CHF | 100.00% | 100.00% |