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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 10.37% | 0.15 CHF | 0.16 CHF | 340'000 | 75'000 | 383'589 | 75'000 | 50'561 CHF | 11'007 CHF | 94.17% | 94.17% |
08.05.2024 | 12.55% | 0.11 CHF | 0.12 CHF | 494'123 | 75'000 | 491'151 | 75'000 | 48'394 CHF | 8'399 CHF | 93.48% | 93.48% |
07.05.2024 | 10.36% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 416'441 | 75'000 | 50'535 CHF | 10'134 CHF | 97.32% | 97.32% |
06.05.2024 | 12.79% | 0.10 CHF | 0.12 CHF | 500'000 | 75'000 | 499'919 | 75'000 | 47'875 CHF | 8'160 CHF | 100.00% | 100.00% |
03.05.2024 | 10.60% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 499'119 | 100'000 | 47'611 CHF | 10'608 CHF | 93.74% | 93.74% |
02.05.2024 | 13.72% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 34'320 CHF | 7'864 CHF | 99.13% | 99.13% |
30.04.2024 | 20.05% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 22'687 CHF | 5'537 CHF | 100.00% | 100.00% |
29.04.2024 | 21.73% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'614 CHF | 5'123 CHF | 100.00% | 100.00% |
26.04.2024 | 23.79% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 18'762 CHF | 4'752 CHF | 99.60% | 99.60% |
25.04.2024 | 28.10% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'369 CHF | 4'074 CHF | 99.42% | 99.42% |