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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 359'583 CHF | 55'437 CHF | 99.27% | 99.27% |
08.05.2024 | 3.07% | 0.34 CHF | 0.35 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 320'918 CHF | 49'638 CHF | 99.27% | 99.27% |
07.05.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 311'486 CHF | 48'223 CHF | 99.27% | 99.27% |
06.05.2024 | 3.35% | 0.29 CHF | 0.30 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 293'321 CHF | 45'498 CHF | 99.27% | 99.27% |
03.05.2024 | 3.56% | 0.28 CHF | 0.29 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 276'187 CHF | 42'928 CHF | 99.10% | 99.10% |
02.05.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 272'440 CHF | 42'366 CHF | 99.24% | 99.24% |
30.04.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 276'376 CHF | 42'956 CHF | 99.14% | 99.14% |
29.04.2024 | 3.32% | 0.31 CHF | 0.32 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 296'729 CHF | 46'009 CHF | 99.07% | 99.07% |
26.04.2024 | 3.45% | 0.30 CHF | 0.31 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 285'261 CHF | 44'289 CHF | 99.26% | 99.26% |
25.04.2024 | 3.72% | 0.26 CHF | 0.27 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 264'453 CHF | 41'168 CHF | 98.31% | 98.31% |