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 | 8.86% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 475'785 | 475'785 | 51'334 CHF | 56'092 CHF | 99.23% | 99.23% |
06.05.2024 | 6.97% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 378'775 | 378'775 | 52'433 CHF | 56'221 CHF | 99.21% | 99.21% |
03.05.2024 | 6.46% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 351'653 | 351'652 | 52'680 CHF | 56'197 CHF | 99.38% | 99.38% |
02.05.2024 | 6.73% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 365'628 | 365'628 | 52'483 CHF | 56'140 CHF | 99.39% | 99.39% |
30.04.2024 | 7.33% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 396'555 | 396'555 | 52'176 CHF | 56'141 CHF | 99.42% | 99.42% |
29.04.2024 | 7.68% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 411'187 | 411'187 | 51'512 CHF | 55'624 CHF | 99.28% | 99.28% |
26.04.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 399'813 | 399'813 | 51'976 CHF | 55'974 CHF | 97.23% | 97.23% |
25.04.2024 | 7.34% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 397'278 | 397'278 | 52'107 CHF | 56'080 CHF | 83.97% | 83.97% |
24.04.2024 | 7.98% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 425'000 | 425'000 | 51'163 CHF | 55'413 CHF | 99.38% | 99.38% |
23.04.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'275 | 425'275 | 51'032 CHF | 55'285 CHF | 99.39% | 99.39% |