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 | 4.89% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 252'610 | 100'000 | 50'403 CHF | 20'986 CHF | 97.77% | 97.77% |
07.05.2024 | 7.63% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 66'743 | 54'803 | 15'396 CHF | 13'674 CHF | 92.08% | 92.08% |
06.05.2024 | 6.13% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 323'397 | 100'000 | 51'166 CHF | 16'830 CHF | 98.68% | 98.68% |
03.05.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 340'000 | 100'000 | 51'000 CHF | 16'000 CHF | 98.00% | 98.00% |
02.05.2024 | 6.62% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 347'491 | 100'000 | 50'775 CHF | 15'625 CHF | 85.87% | 85.87% |
30.04.2024 | 6.20% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 326'917 | 100'000 | 51'127 CHF | 16'654 CHF | 100.00% | 100.00% |
29.04.2024 | 5.81% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 305'519 | 100'000 | 51'055 CHF | 17'724 CHF | 80.35% | 80.35% |
26.04.2024 | 6.41% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 337'848 | 100'000 | 51'038 CHF | 16'191 CHF | 79.63% | 79.63% |
25.04.2024 | 5.94% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 312'242 | 100'000 | 51'038 CHF | 17'388 CHF | 98.27% | 98.27% |
24.04.2024 | 5.87% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 308'880 | 100'000 | 51'057 CHF | 17'578 CHF | 95.98% | 95.98% |