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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 5.22% | 0.19 CHF | 0.20 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 186'746 CHF | 147'560 CHF | 94.63% | 94.63% |
06.05.2024 | 5.62% | 0.18 CHF | 0.19 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 173'173 CHF | 137'380 CHF | 99.37% | 99.37% |
03.05.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 159'831 CHF | 127'373 CHF | 99.35% | 99.35% |
02.05.2024 | 5.10% | 0.16 CHF | 0.17 CHF | 1'000'000 | 750'000 | 1'000'000 | 720'209 | 192'039 CHF | 145'007 CHF | 99.36% | 99.36% |
30.04.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 1'000'000 | 750'000 | 1'000'000 | 740'055 | 199'073 CHF | 154'637 CHF | 99.36% | 99.36% |
29.04.2024 | 4.51% | 0.21 CHF | 0.22 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'960 | 216'719 CHF | 113'351 CHF | 85.52% | 85.52% |
26.04.2024 | 4.73% | 0.21 CHF | 0.22 CHF | 1'000'000 | 500'000 | 1'000'000 | 657'991 | 206'614 CHF | 142'218 CHF | 99.35% | 99.35% |
25.04.2024 | 4.64% | 0.20 CHF | 0.21 CHF | 1'000'000 | 750'000 | 1'000'000 | 550'691 | 210'874 CHF | 121'206 CHF | 99.37% | 99.37% |
24.04.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 230'773 CHF | 120'386 CHF | 99.36% | 99.36% |
23.04.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 1'000'000 | 500'000 | 1'000'000 | 481'980 | 295'278 CHF | 147'050 CHF | 99.37% | 99.37% |