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 | 4.69% | 0.21 CHF | 0.22 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 312'810 CHF | 32'781 CHF | 99.37% | 99.37% |
07.05.2024 | 5.57% | 0.14 CHF | 0.15 CHF | 1'500'000 | 200'000 | 1'500'000 | 154'419 | 264'675 CHF | 28'625 CHF | 94.71% | 94.71% |
06.05.2024 | 5.10% | 0.20 CHF | 0.21 CHF | 1'500'000 | 150'000 | 1'500'000 | 149'971 | 287'139 CHF | 30'208 CHF | 99.36% | 99.36% |
03.05.2024 | 4.92% | 0.20 CHF | 0.21 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 297'962 CHF | 31'296 CHF | 99.35% | 99.35% |
02.05.2024 | 4.84% | 0.20 CHF | 0.21 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 302'789 CHF | 31'779 CHF | 99.37% | 99.37% |
30.04.2024 | 5.02% | 0.19 CHF | 0.20 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 291'250 CHF | 30'625 CHF | 99.36% | 99.36% |
29.04.2024 | 6.63% | 0.17 CHF | 0.18 CHF | 1'500'000 | 150'000 | 1'500'000 | 191'389 | 219'327 CHF | 29'806 CHF | 99.36% | 99.36% |
26.04.2024 | 6.58% | 0.14 CHF | 0.15 CHF | 1'500'000 | 200'000 | 1'500'000 | 180'672 | 225'944 CHF | 28'507 CHF | 98.28% | 98.28% |
25.04.2024 | 5.17% | 0.18 CHF | 0.19 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 283'076 CHF | 29'808 CHF | 99.36% | 99.36% |
24.04.2024 | 5.79% | 0.17 CHF | 0.18 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'318 | 251'746 CHF | 26'726 CHF | 99.36% | 99.36% |