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 | 9.28% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 487'845 | 100'000 | 50'149 CHF | 11'304 CHF | 97.77% | 97.77% |
07.05.2024 | 13.43% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 85'263 | 54'803 | 10'654 CHF | 7'938 CHF | 92.08% | 92.08% |
06.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'000 CHF | 8'000 CHF | 98.68% | 98.68% |
03.05.2024 | 14.84% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 31'332 CHF | 7'266 CHF | 97.93% | 97.93% |
02.05.2024 | 15.04% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 30'841 CHF | 7'168 CHF | 85.86% | 85.86% |
30.04.2024 | 13.58% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 34'401 CHF | 7'880 CHF | 100.00% | 100.00% |
29.04.2024 | 13.25% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'271 CHF | 8'054 CHF | 85.84% | 85.84% |
26.04.2024 | 13.80% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 34'048 CHF | 7'810 CHF | 71.61% | 71.61% |
25.04.2024 | 12.33% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 38'198 CHF | 8'640 CHF | 87.92% | 87.92% |
24.04.2024 | 11.73% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 40'422 CHF | 9'084 CHF | 95.98% | 95.98% |