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 | 14.43% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 896'544 | 298'848 | 58'143 CHF | 22'370 CHF | 98.00% | 98.00% |
06.05.2024 | 12.73% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 757'278 | 252'426 | 55'991 CHF | 21'188 CHF | 97.17% | 97.17% |
03.05.2024 | 13.29% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 879'772 | 293'257 | 61'805 CHF | 23'534 CHF | 98.87% | 98.87% |
02.05.2024 | 11.94% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 798'003 | 266'001 | 62'839 CHF | 23'607 CHF | 99.27% | 99.27% |
30.04.2024 | 10.42% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 68'327 CHF | 25'276 CHF | 99.20% | 99.20% |
29.04.2024 | 9.71% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 73'655 CHF | 27'052 CHF | 99.24% | 99.24% |
26.04.2024 | 8.12% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 714'142 | 238'047 | 84'342 CHF | 30'495 CHF | 99.57% | 99.57% |
25.04.2024 | 6.01% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 619'813 | 206'604 | 100'454 CHF | 35'551 CHF | 99.48% | 99.48% |
24.04.2024 | 2.96% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 149'705 CHF | 51'402 CHF | 99.59% | 99.59% |
23.04.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 152'098 CHF | 52'199 CHF | 99.36% | 99.36% |