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 | 12.20% | 0.08 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 38'613 CHF | 6'542 CHF | 95.98% | 95.98% |
06.05.2024 | 11.77% | 0.08 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 39'981 CHF | 6'747 CHF | 100.00% | 100.00% |
03.05.2024 | 12.88% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 36'461 CHF | 6'219 CHF | 98.63% | 98.63% |
02.05.2024 | 13.07% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 35'828 CHF | 6'124 CHF | 90.97% | 90.97% |
30.04.2024 | 10.07% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 47'315 CHF | 7'848 CHF | 100.00% | 100.00% |
29.04.2024 | 9.83% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 498'994 | 75'000 | 48'382 CHF | 8'024 CHF | 100.00% | 100.00% |
26.04.2024 | 10.56% | 0.09 CHF | 0.10 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 44'883 CHF | 7'482 CHF | 99.60% | 99.60% |
25.04.2024 | 9.90% | 0.09 CHF | 0.10 CHF | 500'000 | 75'000 | 499'748 | 75'000 | 48'083 CHF | 7'967 CHF | 97.35% | 97.35% |
24.04.2024 | 8.39% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 438'955 | 75'000 | 50'461 CHF | 9'400 CHF | 100.00% | 100.00% |
23.04.2024 | 8.70% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 381'592 | 75'000 | 50'582 CHF | 10'866 CHF | 99.99% | 99.99% |