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 | 9.91% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 535'861 | 388'026 | 51'390 CHF | 42'015 CHF | 99.83% | 99.83% |
06.05.2024 | 7.42% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 400'264 | 400'264 | 52'050 CHF | 56'052 CHF | 99.78% | 99.78% |
03.05.2024 | 7.70% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 411'176 | 411'217 | 51'400 CHF | 55'518 CHF | 100.00% | 100.00% |
02.05.2024 | 7.98% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 429'033 | 428'994 | 51'606 CHF | 55'892 CHF | 100.00% | 100.00% |
30.04.2024 | 6.31% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 340'381 | 340'385 | 52'224 CHF | 55'629 CHF | 100.00% | 100.00% |
29.04.2024 | 6.30% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 337'547 | 337'548 | 51'877 CHF | 55'253 CHF | 95.07% | 95.07% |
26.04.2024 | 5.84% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 313'805 | 313'816 | 52'258 CHF | 55'398 CHF | 100.00% | 100.00% |
25.04.2024 | 8.47% | 0.14 CHF | 0.15 CHF | 425'000 | 425'000 | 451'718 | 451'700 | 51'186 CHF | 55'701 CHF | 84.44% | 84.44% |
24.04.2024 | 3.58% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 195'785 | 195'795 | 53'676 CHF | 55'636 CHF | 100.00% | 100.00% |
23.04.2024 | 3.70% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'283 | 200'275 | 53'111 CHF | 55'112 CHF | 100.00% | 100.00% |