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 | 10.94% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 907'620 | 307'620 | 78'745 CHF | 29'731 CHF | 99.37% | 99.37% |
07.05.2024 | 7.22% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 100'527 CHF | 36'009 CHF | 99.38% | 99.38% |
06.05.2024 | 7.32% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 98'777 CHF | 35'426 CHF | 99.40% | 99.40% |
03.05.2024 | 7.63% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 754'982 | 251'661 | 95'286 CHF | 34'279 CHF | 99.21% | 99.21% |
02.05.2024 | 7.69% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 779'937 | 259'979 | 97'574 CHF | 35'124 CHF | 99.31% | 99.31% |
30.04.2024 | 8.26% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 899'832 | 299'944 | 104'861 CHF | 37'953 CHF | 99.35% | 99.35% |
29.04.2024 | 7.29% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 851'360 | 283'787 | 112'592 CHF | 40'369 CHF | 99.35% | 99.35% |
26.04.2024 | 5.77% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 126'870 CHF | 44'790 CHF | 99.53% | 99.53% |
25.04.2024 | 5.50% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 868'014 | 289'338 | 154'000 CHF | 54'227 CHF | 99.49% | 99.49% |
24.04.2024 | 4.31% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 171'052 CHF | 59'518 CHF | 99.61% | 99.61% |