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 | 10.82% | 0.12 CHF | 0.13 CHF | 420'000 | 25'000 | 388'072 | 25'000 | 50'508 CHF | 3'637 CHF | 97.06% | 97.06% |
06.05.2024 | 11.98% | 0.12 CHF | 0.13 CHF | 420'000 | 25'000 | 463'102 | 25'000 | 50'526 CHF | 3'079 CHF | 96.91% | 96.91% |
03.05.2024 | 14.93% | 0.10 CHF | 0.12 CHF | 500'000 | 25'000 | 486'732 | 25'000 | 50'199 CHF | 2'998 CHF | 97.93% | 97.93% |
02.05.2024 | 13.31% | 0.10 CHF | 0.12 CHF | 500'000 | 50'000 | 487'935 | 50'000 | 50'181 CHF | 5'884 CHF | 91.98% | 91.98% |
30.04.2024 | 11.67% | 0.10 CHF | 0.12 CHF | 500'000 | 25'000 | 438'921 | 25'000 | 50'523 CHF | 3'250 CHF | 100.00% | 100.00% |
29.04.2024 | 11.31% | 0.11 CHF | 0.12 CHF | 460'000 | 50'000 | 468'827 | 50'000 | 50'468 CHF | 6'033 CHF | 100.00% | 100.00% |
26.04.2024 | 12.83% | 0.10 CHF | 0.12 CHF | 500'000 | 50'000 | 446'982 | 50'000 | 50'462 CHF | 6'440 CHF | 99.22% | 99.22% |
25.04.2024 | 16.18% | 0.08 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 43'228 CHF | 5'080 CHF | 99.02% | 99.02% |
24.04.2024 | 13.24% | 0.10 CHF | 0.11 CHF | 500'000 | 50'000 | 467'901 | 50'000 | 50'458 CHF | 6'167 CHF | 100.00% | 100.00% |
23.04.2024 | 12.08% | 0.11 CHF | 0.12 CHF | 460'000 | 25'000 | 403'157 | 25'000 | 50'552 CHF | 3'593 CHF | 97.08% | 97.08% |