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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 8.56% | 0.22 CHF | 0.24 CHF | 230'000 | 25'000 | 228'261 | 25'000 | 50'598 CHF | 6'039 CHF | 98.83% | 98.83% |
07.05.2024 | 7.76% | 0.23 CHF | 0.25 CHF | 220'000 | 25'000 | 219'094 | 25'000 | 50'579 CHF | 6'239 CHF | 97.06% | 97.06% |
06.05.2024 | 7.99% | 0.22 CHF | 0.24 CHF | 230'000 | 50'000 | 231'210 | 50'000 | 50'576 CHF | 11'851 CHF | 100.00% | 100.00% |
03.05.2024 | 7.75% | 0.21 CHF | 0.23 CHF | 240'000 | 50'000 | 233'583 | 50'000 | 50'522 CHF | 11'693 CHF | 97.93% | 97.93% |
02.05.2024 | 8.19% | 0.18 CHF | 0.20 CHF | 280'000 | 50'000 | 270'861 | 50'000 | 50'825 CHF | 10'192 CHF | 99.40% | 99.40% |
30.04.2024 | 10.12% | 0.17 CHF | 0.19 CHF | 300'000 | 50'000 | 300'788 | 50'000 | 50'990 CHF | 9'385 CHF | 100.00% | 100.00% |
29.04.2024 | 10.36% | 0.17 CHF | 0.19 CHF | 300'000 | 50'000 | 323'341 | 50'000 | 51'083 CHF | 8'780 CHF | 100.00% | 100.00% |
26.04.2024 | 11.43% | 0.13 CHF | 0.15 CHF | 390'000 | 50'000 | 363'774 | 50'000 | 50'740 CHF | 7'861 CHF | 99.22% | 99.22% |
25.04.2024 | 10.98% | 0.13 CHF | 0.14 CHF | 390'000 | 50'000 | 390'290 | 50'000 | 50'584 CHF | 7'273 CHF | 99.02% | 99.02% |
24.04.2024 | 11.12% | 0.12 CHF | 0.14 CHF | 420'000 | 50'000 | 410'496 | 50'000 | 50'525 CHF | 6'908 CHF | 100.00% | 100.00% |